code_attribute/gpcode_manager.py

@@ -8,7 +8,7 @@
from db import redis_manager_delegate as redis_manager
from db.mysql_data_delegate import Mysqldb
from db.redis_manager_delegate import RedisUtils
from log_module import log_export
from log_module import log_export, async_log_util
from log_module.log import logger_pre_close_price, logger_debug
from trade import trade_record_log_util
from utils import tool
@@ -794,6 +794,9 @@
    # 设置收盘价
    @classmethod
    def set_price_pre(cls, code, price, force=False):
        if float(price) > 1000:
            async_log_util.info(logger_debug, f"获取昨日收盘价异常：{code}-{price}")
            return
        if code in cls.__price_pre_cache and not force:
            return
        price = round(float(price), 2)

 huaxin_client/trade_client.py

@@ -929,7 +929,8 @@
                     "turnover": pOrderField.Turnover, "orderRef": pOrderField.OrderRef,
                     "volume": pOrderField.VolumeTotalOriginal,
                     "volumeTraded": pOrderField.VolumeTraded, "orderStatus": pOrderField.OrderStatus,
                     "orderSubmitStatus": pOrderField.OrderSubmitStatus, "statusMsg": pOrderField.StatusMsg})
                     "orderSubmitStatus": pOrderField.OrderSubmitStatus, "statusMsg": pOrderField.StatusMsg,"sinfo": pOrderField.SInfo
                     })
            else:
                # logger.info('查询报单结束[%d] ErrorID[%d] ErrorMsg[%s]'
                #             % (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))

 servers/data_server.py

@@ -948,9 +948,12 @@
                                th_sell = BeforeSubDealBigOrderManager().get_big_sell_order_threshold(code)
                            except:
                                th_sell = 0

                            # (缺少的资金, 净成交金额, 要求的大单金额, 计算得到的大单阈值金额, 人为设置的大单)
                            deal_big_money_info = radical_buy_data_manager.get_total_deal_big_order_info(
                                code, gpcode_manager.get_limit_up_price_as_num(code))
                            if deal_big_money_info[1] == 0 and len(codes) == 1:
                                # 总成交金额为0
                                deal_big_money_info = list(deal_big_money_info)
                                # 没有订阅L2会出现没有值的情况，如果涨停过就拉取之前的涨停买/卖大单
                                deal_big_orders_result = radical_buy_data_manager.request_deal_big_orders(code)
@@ -968,13 +971,15 @@
                                    th_buy = threshold_money
                                    buy_money = sum(limit_up_price_money_list)
                                    sell_money = sum([x[0] for x in sell_datas if x[1] == limit_up_price])
                                    # 涨停大单净买入
                                    # 涨停买净成交金额净买额
                                    deal_big_money_info[1] = buy_money - sell_money
                                    # 要求的大单累计金额
                                    deal_big_money_info[
                                        2] = radical_buy_data_manager.compute_total_deal_big_order_threshold_money(code,
                                                                                                                   limit_up_price,
                                                                                                                   threshold_money)
                                    logger_debug.info(f"{code}-累计大单阈值：{deal_big_money_info[2]}")
                                    # logger_debug.info(f"{code}-累计大单阈值：{deal_big_money_info[2]}")
                                    # logger_debug.info(f"{code}非订阅大单， buy_money-{buy_money}, sell_money-{sell_money}")

                            big_money_rate = radical_buy_data_manager.TotalDealBigOrderInfoManager.get_big_order_rate(
                                code)
@@ -993,17 +998,22 @@
                                output_util.money_desc(deal_big_money_info[2]),
                                # 原累计大单阈值（非人为设置）
                                output_util.money_desc(deal_big_money_info[3]),
                                # 人为设置的大单
                                output_util.money_desc(deal_big_money_info[4]) if deal_big_money_info[4] else '',
                            ]
                            if len(codes) == 1:
                                # 加载大单详情
                                deal_big_order_detail_info = radical_buy_data_manager.get_l2_big_order_deal_info(code)
                                # 加载涨停大单详情
                                # 买大单, 上板前买大单, 卖大单, 上板前卖大单
                                limit_up_big_order_detail = radical_buy_data_manager.get_total_detal_big_order_details(
                                    code)
                                deal_big_order_info.append(
                                    output_util.money_desc(limit_up_big_order_detail[0] + limit_up_big_order_detail[1]))
                                deal_big_order_info.append(
                                    output_util.money_desc(limit_up_big_order_detail[2] + limit_up_big_order_detail[3]))
                                # 累计涨停买金额
                                buy_money = output_util.money_desc(limit_up_big_order_detail[0] + limit_up_big_order_detail[1])
                                sell_money = output_util.money_desc(limit_up_big_order_detail[2] + limit_up_big_order_detail[3])
                                deal_big_order_info.append(buy_money)
                                # 累计涨停卖金额
                                deal_big_order_info.append(sell_money)
                                deal_big_order_info.append(
                                    radical_buy_data_manager.TotalDealBigOrderInfoManager().get_big_order_rate(code))


 servers/huaxin_trade_server.py

@@ -41,6 +41,7 @@
from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager, kpl_api, kpl_util
from third_data.code_plate_key_manager import KPLCodeJXBlockManager, RealTimeKplMarketData, \
    KPLPlateForbiddenManager
from third_data.history_k_data_manager import HistoryKDataManager
from third_data.history_k_data_util import JueJinApi, HistoryKDatasUtils
from trade import l2_trade_util, \
    trade_data_manager, trade_constant, buy_open_limit_up_strategy
@@ -1149,6 +1150,8 @@
    # 初始化数据
    BuyMoneyAndCountSetting()
    gpcode_manager.WantBuyCodesManager()
    # 加载历史K线数据
    HistoryKDataManager().load_data()


def run(queue_strategy_r_trade_w, queue_strategy_w_trade_r, queue_strategy_w_trade_r_for_read, trade_ipc_addr):

 third_data/history_k_data_manager.py

@@ -11,6 +11,7 @@
from huaxin_client import l1_subscript_codes_manager
from log_module.log import logger_debug
from third_data import history_k_data_util
from third_data.history_k_data_util import HistoryKDatasUtils
from utils import tool, init_data_util


@@ -47,10 +48,13 @@


def re_set_price_pres(codes, force=False):
    day = tool.get_now_date_str()
    # 通过历史数据缓存获取
    # 获取上一个交易日
    day = HistoryKDatasUtils.get_previous_trading_date_cache(tool.get_now_date_str())
    not_codes = []
    for code in codes:
        if not tool.is_can_buy_code(code):
            continue
        pre_close = HistoryKDataManager().get_pre_close(code, day)
        if pre_close is not None:
            gpcode_manager.CodePrePriceManager.set_price_pre(code, pre_close, force)
@@ -158,6 +162,34 @@
                return datas
        return None

    def load_data(self):
        """
        加载数据
        @param day:
        @return:
        """
        day = HistoryKDatasUtils.get_previous_trading_date_cache(tool.get_now_date_str())
        cache_dir = self.__get_cache_dir()
        if not os.path.exists(cache_dir):
            return
        fs = os.listdir(cache_dir)
        for f in fs:
            if f.find(day) < 0:
                continue
            with open(os.path.join(cache_dir, f), mode='r', encoding='utf-8') as fs:
                line = fs.readline()
                if line:
                    datas = eval(line)
                    # 将日期格式转为datetime
                    for d in datas:
                        for k in d:
                            if type(d[k]) == str and d[k].find("-") > 0 and d[k].find(":") > 0 and d[k].find(" ") > 0:
                                d[k] = datetime.datetime.strptime(d[k], "%Y-%m-%d %H:%M:%S")
                    if datas:
                        if day not in self.__history_k_day_datas:
                            self.__history_k_day_datas[day] = {}
                        self.__history_k_day_datas[day][datas[0]['sec_id']] = datas

    def get_pre_close(self, code, day):
        """
        获取之前的收盘价

 trade/buy_radical/radical_buy_data_manager.py

@@ -1792,7 +1792,7 @@
    """
    总成交大单啊是否足够
    @param code:
    @return:(缺少的资金, 总成交金额, 要求的大单金额, 计算得到的大单阈值金额)
    @return:(缺少的资金, 净成交金额, 要求的大单金额, 计算得到的大单阈值金额, 人为设置的大单)
    """

    THRESHOLD_MONEY, is_temp_threshold_money = BeforeSubDealBigOrderManager().get_big_order_threshold_info(code)
@@ -1824,7 +1824,7 @@
    except Exception as e:
        async_log_util.info(logger_l2_radical_buy, f"计算正在成交大单出错：{str(e)}")
    total_lack_money = max(0, int(TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY - deal_big_order_money))
    return total_lack_money, deal_big_order_money, TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY, TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY_WITH_COMPUTE
    return total_lack_money, deal_big_order_money, TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY, TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY_WITH_COMPUTE, human_setting_money


def is_big_order_deal_enough(code, volume_rate, refer_total_sell_money, for_buy=False, is_almost_open_limit_up=False):

 trade/current_price_process_manager.py

@@ -270,7 +270,7 @@
                             tool.get_buy_volume(limit_up_price), list(special_volumes)))
                    huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.push(add_datas, request_id)
            except Exception as e:
                logging.exception(e)
                logger_debug.exception(e)
        else:
            pass


 trade/huaxin/huaxin_trade_record_manager.py

@@ -72,12 +72,12 @@
            nameDict = HistoryKDatasUtils.get_gp_codes_names([d['securityID']])
            name = nameDict.get(d['securityID'])
            cls.mysqldb.execute(
                "insert into hx_trade_delegate_record values('%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s', '%s')" % (
                "insert into hx_trade_delegate_record values('%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s', '%s', '%s')" % (
                    _id, d["orderLocalID"], d["securityID"], name, d["direction"],
                    d["orderSysID"], d["insertTime"], d["insertDate"], d["acceptTime"], d["cancelTime"],
                    d["limitPrice"], d["turnover"], d["volume"], d["volumeTraded"], d["orderStatus"],
                    d["orderSubmitStatus"], d["statusMsg"], tool.get_now_datetime_str(),
                    tool.get_now_datetime_str(), d["accountID"],d["orderRef"]))
                    tool.get_now_datetime_str(), d["accountID"], d["orderRef"], d["sinfo"]))
        else:
            # 修改数据
            updateDict = {}
@@ -99,6 +99,8 @@
                updateDict['statusMsg'] = d['statusMsg']
            if result[20] != d['orderRef']:
                updateDict['orderRef'] = d['orderRef']
            if result[21] != d['sinfo']:
                updateDict['sinfo'] = d['sinfo']
            if updateDict:
                # 有更新数据
                updateDict['updateTime'] = tool.get_now_datetime_str()
@@ -126,7 +128,8 @@
            # 转dict
            key_list = ["id", "orderLocalID", "securityID", "securityName", "direction", "orderSysID", "insertTime",
                        "insertDate", "acceptTime", "cancelTime", "limitPrice", "turnover", "volume", "volumeTraded",
                        "orderStatus", "orderSubmitStatus", "statusMsg", "createTime", "updateTime", "accountID", "orderRef"]
                        "orderStatus", "orderSubmitStatus", "statusMsg", "createTime", "updateTime", "accountID",
                        "orderRef", "sinfo"]
            fresults = []
            max_update_time = None
            if results:

 utils/init_data_util.py

@@ -14,12 +14,13 @@

def re_set_price_pres(codes, force=False):
    # 通过历史数据缓存获取
    result = HistoryKDatasUtils.get_gp_latest_info(codes)
    for item in result:
        symbol = item['symbol']
        symbol = symbol.split(".")[1]
        pre_close = tool.to_price(decimal.Decimal(str(item['pre_close'])))
        gpcode_manager.CodePrePriceManager.set_price_pre(symbol, pre_close, force)
    for code in codes:
        result = HistoryKDatasUtils.get_history_tick_n(code, 1)
        for item in result:
            symbol = item['symbol']
            symbol = symbol.split(".")[1]
            pre_close = tool.to_price(decimal.Decimal(str(item['close'])))
            gpcode_manager.CodePrePriceManager.set_price_pre(symbol, pre_close, force)


# 获取近90天的最大量与最近的量