| | |
| | | strategy_manager.low_suction_strtegy.load_data() |
| | | return {"code": 0} |
| | | except Exception as e: |
| | | logging.exception(e) |
| | | return {"code": 1, "msg": str(e)} |
| | | |
| | | def OnCommonRequest(self, client_id, request_id, data): |
| | |
| | | import logging |
| | | import multiprocessing |
| | | import os |
| | | import pickle |
| | | import queue |
| | | import time |
| | | import concurrent.futures |
| | |
| | | # 上传数据 |
| | | type_ = "set_target_codes" |
| | | request_id = f"sb_{int(time.time() * 1000)}" |
| | | fdata = json.dumps( |
| | | {"type": type_, "data": {"data": datas}, "request_id": request_id, "time": round(time.time() * 1000, 0)}) |
| | | fdata = pickle.dumps( |
| | | {"type": type_, "data": {"data": datas}, "request_id": request_id, "time": round(time.time() * 1000, 0)}, protocol=pickle.HIGHEST_PROTOCOL) |
| | | if queue_l1_w_strategy_r is not None: |
| | | queue_l1_w_strategy_r.put_nowait(fdata) |
| | | # 记录新增加的代码 |
| | |
| | | import json |
| | | import multiprocessing |
| | | import pickle |
| | | import threading |
| | | import time |
| | | |
| | |
| | | while True: |
| | | try: |
| | | data = queue_l1_w_strategy_r.get() |
| | | data = pickle.loads(data) |
| | | if data.get("type") == 'set_target_codes': |
| | | # [(代码, 时间戳, 价格, 总交易量, 总交易额, 买5, 卖5)] |
| | | market_data_list = data["data"]["data"] |
| | |
| | | url = urlparse.urlparse(path) |
| | | result_str = "" |
| | | try: |
| | | params = self.__parse_request() |
| | | if type(params) == str: |
| | | params = json.loads(params) |
| | | if url.path == "/upload_big_order_datas": |
| | | # 接收成交大单数据 |
| | | params = self.__parse_request() |
| | | strategy_manager.low_suction_strtegy.add_big_orders(params) |
| | | # logger_debug.info("upload_big_order_datas:{}", f"{params}") |
| | | big_order_datas = params |
| | | strategy_manager.low_suction_strtegy.add_big_orders(big_order_datas) |
| | | RealTimeEnvInfo().big_order_update_time = tool.get_now_time_str() |
| | | print("获取到大单", os.getpid()) |
| | | result_str = json.dumps({"code": 0}) |
| | | elif url.path == "/upload_block_in_datas": |
| | | # 接收板块流入数据 |
| | | params = self.__parse_request() |
| | | strategy_manager.low_suction_strtegy.add_block_in(params) |
| | | # logger_debug.info("upload_block_in_datas:{}", f"{params}") |
| | | RealTimeEnvInfo().block_in = (tool.get_now_time_str(), len(params)) |
| | | block_in_datas = params |
| | | strategy_manager.low_suction_strtegy.add_block_in(block_in_datas) |
| | | RealTimeEnvInfo().block_in = (tool.get_now_time_str(), len(block_in_datas)) |
| | | result_str = json.dumps({"code": 0}) |
| | | elif url.path == "/upload_limit_up_list": |
| | | params = self.__parse_request() |
| | | strategy_manager.low_suction_strtegy.add_limit_up_list(params) |
| | | # logger_debug.info("upload_limit_up_list:{}", f"{params}") |
| | | RealTimeEnvInfo().kpl_current_limit_up = (tool.get_now_time_str(), len(params)) |
| | | limit_up_list = params |
| | | strategy_manager.low_suction_strtegy.add_limit_up_list(limit_up_list) |
| | | RealTimeEnvInfo().kpl_current_limit_up = (tool.get_now_time_str(), len(limit_up_list)) |
| | | result_str = json.dumps({"code": 0}) |
| | | else: |
| | | pass |
| | |
| | | self.wfile.write(data.encode()) |
| | | |
| | | def __parse_request(self): |
| | | params = {} |
| | | datas = self.rfile.read(int(self.headers['content-length'])) |
| | | _str = str(datas, encoding="gbk") |
| | | params = json.loads(_str) |
| | | return params |
| | | return json.loads(_str) |
| | | |
| | | |
| | | class ThreadedHTTPServer(socketserver.ThreadingMixIn, http.server.HTTPServer): |
| | |
| | | @return: |
| | | """ |
| | | return abs(close - cls.calculate_upper_limit_price(code, |
| | | pre_close)) < 0.01 |
| | | pre_close)) < 0.01 |
| | | |
| | | @classmethod |
| | | def get_third_limit_up_days(cls, k_data, days): |
| | |
| | | if i + 3 >= len(k_data): |
| | | continue |
| | | # 判断连续三日涨停且第四日非涨停 |
| | | if cls.__is_limit_up(k_data[i]["sec_id"], k_data[i]['close'], k_data[i]["pre_close"]): |
| | | if cls.__is_limit_up(k_data[i+1]["sec_id"], k_data[i+1]['close'], k_data[i+1]["pre_close"]): |
| | | if cls.__is_limit_up(k_data[i+2]["sec_id"], k_data[i+2]['close'], k_data[i+2]["pre_close"]): |
| | | if not cls.__is_limit_up(k_data[i+3]["sec_id"], k_data[i+3]['close'], k_data[i+3]["pre_close"]): |
| | | count += 1 |
| | | day_count = 3 |
| | | for n in range(day_count + 1): |
| | | if n < day_count: |
| | | if not cls.__is_limit_up(k_data[i + n]["sec_id"], k_data[i + n]['close'], |
| | | k_data[i + n]["pre_close"]): |
| | | # 非涨停 |
| | | break |
| | | else: |
| | | if not cls.__is_limit_up(k_data[i + n]["sec_id"], k_data[i + n]['close'], |
| | | k_data[i + n]["pre_close"]): |
| | | count += 1 |
| | | break |
| | | return count |
| | | |
| | | @classmethod |
| | |
| | | count += 1 |
| | | return count |
| | | |
| | | @classmethod |
| | | def is_too_high_and_not_relase_volume(cls, k_data): |
| | | """ |
| | | 长得太高且没放量:30个交易日内,出现过最低价(最高价之前的交易日)到最高价之间的涨幅≥35%的票,且今日距离最高价那日无涨停/无炸板且>=3板且必须有2连板 |
| | | @param k_data: K线数据列表(近150个交易日,不包含当前交易日,时间倒序) |
| | | @return: 四跌停及以上天数 |
| | | """ |
| | | k_data = k_data[:30] |
| | | code = k_data[0]["sec_id"] |
| | | # 获取最高价信息 |
| | | max_high_price_data = max(k_data, key=lambda x: x["high"]) |
| | | before_datas = [d for d in k_data if d['bob'] < max_high_price_data['bob']] |
| | | after_datas = [d for d in k_data if d['bob'] >= max_high_price_data['bob']] |
| | | if not before_datas: |
| | | return False |
| | | if len(before_datas) > 15: |
| | | # 从最高价日期向前最多看15个交易日 |
| | | before_datas = before_datas[:15] |
| | | min_close_price_data = min(before_datas, key=lambda x: x["close"]) |
| | | if (max_high_price_data['high'] - min_close_price_data['close']) / min_close_price_data['close'] < 0.35: |
| | | # 涨幅小于35% |
| | | return False |
| | | before_k_datas = [d for d in k_data if min_close_price_data['bob'] <= d['bob'] <= max_high_price_data['bob']] |
| | | before_k_datas.sort(key=lambda x: x['bob']) |
| | | |
| | | # [最低价-最高价]日期内有3个板且有两连扳 |
| | | |
| | | continue_2_limit_up_date = None |
| | | for i in range(len(before_k_datas) - 1): |
| | | if cls.__is_limit_up(code, before_k_datas[i]["close"], |
| | | before_k_datas[i]["pre_close"]) and cls.__is_limit_up(code, |
| | | before_k_datas[i + 1]["close"], |
| | | before_k_datas[i + 1][ |
| | | "pre_close"]): |
| | | continue_2_limit_up_date = before_k_datas[i + 1]['bob'][:10] |
| | | break |
| | | if not continue_2_limit_up_date: |
| | | # 无两连板 |
| | | return False |
| | | # 两连板之后是否有炸板/涨停 |
| | | # 取2连板之后的3个交易日 |
| | | temp_k_datas = [d for d in before_k_datas if d['bob'][:10] > continue_2_limit_up_date][:3] |
| | | if len([d for d in temp_k_datas if cls.__is_limit_up(code, d["high"], d["pre_close"])]) < 1: |
| | | # 两连板之后有个涨停/炸板且时间在2连板之后的3个交易日内 |
| | | return False |
| | | |
| | | k_data = [d for d in k_data if d['bob'] > max_high_price_data['bob']] |
| | | # 判断是否涨停过 |
| | | if len([d for d in k_data if cls.__is_limit_up(code, d["high"], d["pre_close"])]) > 0 or len(after_datas) >= 10: |
| | | # 最高价之后有过涨停或者是最高价后10个交易日 |
| | | return False |
| | | return True, f"高价日期:{max_high_price_data['bob'][:10]},低价日期:{min_close_price_data['bob'][:10]},两连扳日期:{continue_2_limit_up_date}" |
| | | |
| | | |
| | | class K60SLineAnalyzer: |
| | | """ |
| | |
| | | from db.mysql_data_delegate import Mysqldb |
| | | from db.redis_manager_delegate import RedisUtils |
| | | from log_module import async_log_util |
| | | from log_module.log import logger_trade |
| | | from log_module.log import logger_trade, logger_debug |
| | | from strategy.data_analyzer import KPLLimitUpDataAnalyzer |
| | | from strategy.low_suction_strategy import LowSuctionOriginDataExportManager |
| | | from strategy.strategy_params_settings import StrategyParamsSettingsManager |
| | |
| | | from strategy.strategy_variable_factory import DataLoader, StrategyVariableFactory |
| | | import constant |
| | | from third_data import kpl_util |
| | | from trade.trade_manager import DealCodesManager |
| | | from trade.trade_manager import DealCodesManager, PlatePlaceOrderManager |
| | | from utils import huaxin_util, tool |
| | | |
| | | |
| | |
| | | """ |
| | | |
| | | def __init__(self, day, script_name="strategy_script_v6.py", |
| | | settings=StrategyParamsSettingsManager().get_settings(), need_load_data = False): |
| | | settings=StrategyParamsSettingsManager().get_settings(), need_load_data=False): |
| | | self.now_day = day |
| | | # 买大单:{代码:[大单数据]} |
| | | self.big_order_buy = {} |
| | |
| | | # 历史日K数据 |
| | | self.kline_data = {} |
| | | # 历史涨停数据 |
| | | self.limit_up_record_data = {} |
| | | self.limit_up_record_data_dict = {} |
| | | self.limit_up_record_data_list = {} |
| | | # 历史数据 |
| | | self.timeline_data = {} |
| | | # 今日数据 |
| | |
| | | trade_days = self.data_loader.trade_days |
| | | # 加载历史数据 |
| | | self.kline_data = self.data_loader.load_kline_data() |
| | | self.limit_up_record_data = self.data_loader.load_limit_up_data() |
| | | self.limit_up_record_data_list = self.data_loader.load_limit_up_data() |
| | | for d in self.limit_up_record_data_list: |
| | | if d[0] not in self.limit_up_record_data_dict: |
| | | self.limit_up_record_data_dict[d[0]] = [] |
| | | self.limit_up_record_data_dict[d[0]].append(d) |
| | | self.next_trade_day = self.data_loader.load_next_trade_day() |
| | | if not trade_days: |
| | | raise Exception("交易日历获取失败") |
| | | if not self.kline_data: |
| | | raise Exception("历史日K获取失败") |
| | | if not self.limit_up_record_data: |
| | | if not self.limit_up_record_data_list: |
| | | raise Exception("历史涨停获取失败") |
| | | |
| | | def __load_current_date_data_by_timeline(self): |
| | |
| | | return |
| | | stock_variables = StrategyVariableFactory.create_from_history_data( |
| | | self.kline_data.get(code_), None, |
| | | self.limit_up_record_data.get(code_), self.data_loader.trade_days) |
| | | self.limit_up_record_data_dict.get(code_), self.data_loader.trade_days) |
| | | |
| | | # 加载今日涨停价 |
| | | pre_close = self.kline_data.get(code_)[0]["close"] |
| | |
| | | days = self.data_loader.trade_days[:day] |
| | | stock_variables.__setattr__(f"日出现的板块_{day}", |
| | | KPLLimitUpDataAnalyzer.get_limit_up_reasons( |
| | | self.limit_up_record_data, min_day=days[-1], |
| | | self.limit_up_record_data_list, min_day=days[-1], |
| | | max_day=days[0])) |
| | | stock_variables.连续老题材 = KPLLimitUpDataAnalyzer.get_continuous_limit_up_reasons( |
| | | self.limit_up_record_data, self.data_loader.trade_days[:2]) |
| | | self.limit_up_record_data_list, self.data_loader.trade_days[:2]) |
| | | |
| | | # 加载Tick信息 |
| | | open_price_info = TickSummaryDataManager().open_price_info_dict.get(code_) |
| | |
| | | @param big_orders: [(代码, 买/卖, [订单号,量,金额,最后时间戳,最后价格, 初始时间戳, 初始价格])] 如:[ ('002741', 0, [475820, 91600, 1610328, 92500000, 17.58, 92500000, 17.58])] |
| | | @return: |
| | | """ |
| | | big_orders = [x for x in big_orders if x[0] in self.fcodes] |
| | | codes = [] |
| | | for d in big_orders: |
| | | code = d[0] |
| | | if d[1] == 0: |
| | | # 买单 |
| | | if code not in self.big_order_buy: |
| | | self.big_order_buy[code] = [] |
| | | self.big_order_buy[code].append(d[2]) |
| | | else: |
| | | # 卖单 |
| | | if code not in self.big_order_sell: |
| | | self.big_order_sell[code] = [] |
| | | self.big_order_sell[code].append(d[2]) |
| | | if code not in codes: |
| | | codes.append(code) |
| | | try: |
| | | code = d[0] |
| | | # 只计算200w以上的买单 |
| | | if d[2][2] < 200e4: |
| | | continue |
| | | if d[1] == 0: |
| | | # 买单 |
| | | if code not in self.big_order_buy: |
| | | self.big_order_buy[code] = [] |
| | | self.big_order_buy[code].append(d[2]) |
| | | else: |
| | | # 卖单 |
| | | if code not in self.big_order_sell: |
| | | self.big_order_sell[code] = [] |
| | | self.big_order_sell[code].append(d[2]) |
| | | if code not in codes: |
| | | codes.append(code) |
| | | # 设置现价 |
| | | if code in self.stock_variables_dict: |
| | | self.stock_variables_dict[code].当前价 = d[2][4] |
| | | except Exception as e: |
| | | logger_debug.error(f"{d}") |
| | | # 驱动下单 |
| | | for code in codes: |
| | | self.__run(code, self.stock_variables_dict.get(code)) |
| | |
| | | # 注入板块流入信息 |
| | | if self.current_block_in_datas: |
| | | sv.资金流入板块 = self.current_block_in_datas |
| | | # 注入已成交代码 |
| | | place_order_plate_codes = DealCodesManager().get_place_order_plate_codes() |
| | | # 注入已成交代码,成交代码以委托数据来计算 |
| | | place_order_plate_codes = PlatePlaceOrderManager().get_plate_codes() |
| | | sv.板块成交代码 = place_order_plate_codes |
| | | sv.成交代码 = DealCodesManager().get_deal_codes() |
| | | |
| | | code_sets = [set(lst) for lst in place_order_plate_codes.values()] |
| | | # 2. 使用 set.union() 求并集 |
| | | union_code_sets = set().union(*code_sets) |
| | | sv.成交代码 = union_code_sets |
| | | global_dict = { |
| | | "sv": sv, |
| | | "target_code": code, |
| | |
| | | return |
| | | # 可以下单 |
| | | # 判断是否可以买 |
| | | order_ref = huaxin_util.create_order_ref() |
| | | price = tool.get_buy_max_price(sv.当前价) |
| | | volume = 100 |
| | | DealCodesManager().place_order(set(compute_result[3]), code, order_ref, price, volume) |
| | | for b in compute_result[3]: |
| | | DealCodesManager().place_order(b, code) |
| | | async_log_util.info(logger_trade, f"{code}下单,板块:{compute_result[3]}") |
| | | |
| | | |
| | |
| | | if sv.日三板个数_10 >= 1: |
| | | return False, f"10个交易日有>=3连板" |
| | | |
| | | if sv.涨得高未放量: |
| | | return False, f"涨得高未放量" |
| | | |
| | | # if sv.当前价 > sv.昨日最低价 * 1.1: |
| | | # return False, f"买入时的价格必须≤昨日最低价*110%" |
| | | |
| | |
| | | self.辨识度代码 = set() |
| | | self.领涨板块信息 = set() |
| | | self.连续老题材 = set() |
| | | self.涨得高未放量 = False |
| | | |
| | | def replace_variables(self, expression): |
| | | """ |
| | |
| | | kline_data_60s = kline_data_60s_dict.get(trade_days[0]) |
| | | fdata = K60SLineAnalyzer.get_close_price_of_max_volume(kline_data_60s) |
| | | instance.__setattr__(f"昨日分时最高量价", fdata) |
| | | |
| | | if KTickLineAnalyzer.is_too_high_and_not_relase_volume(kline_data_1d): |
| | | instance.涨得高未放量 = True |
| | | else: |
| | | instance.涨得高未放量 = False |
| | | |
| | | return instance |
| | | |
| | | |
| | |
| | | from huaxin_client import l1_subscript_codes_manager |
| | | from strategy import strategy_manager |
| | | from strategy import strategy_manager, data_analyzer |
| | | from strategy.strategy_variable import StockVariables |
| | | |
| | | # 统计当日的平均溢价率 |
| | | from strategy.strategy_variable_factory import DataLoader |
| | | from third_data.kpl_block_manager import KPLCodeJXBlocksManager |
| | | |
| | | |
| | | def statistic_average(path): |
| | | rate_list = [] |
| | | yjl_list = [] |
| | | with open(path, mode='r', encoding='utf-8') as f: |
| | | lines = f.readlines() |
| | | for line in lines: |
| | |
| | | continue |
| | | r = round(float(line.split("当日盈亏:")[1].split(",")[0].replace("%", "")), 2) |
| | | rate_list.append(r) |
| | | print("平均利润率:", round(sum(rate_list) / len(rate_list), 2)) |
| | | print("总利润率:", round(sum(rate_list), 2), "总买票数量:", len(rate_list)) |
| | | r = line.split("溢价率:")[1].split(",")[0].replace("%", "") |
| | | if r.find("未知") < 0: |
| | | yjl_list.append(round(float(r), 2)) |
| | | print("当日平均利润率:", round(sum(rate_list) / len(rate_list), 2)) |
| | | print("当日总利润率:", round(sum(rate_list), 2), "总买票数量:", len(rate_list)) |
| | | print("次日开盘平均利润率:", round(sum(yjl_list) / len(yjl_list), 2)) |
| | | print("次日开盘总利润率:", round(sum(yjl_list), 2), "总买票数量:", len(yjl_list)) |
| | | |
| | | |
| | | if __name__ == "__main__": |
| | | print("======3个票涨停之后买_不买长得太高未放量") |
| | | statistic_average(r"C:\Users\Administrator\Desktop\3个票涨停之后买_不买长得太高未放量.txt") |
| | | print("======3个票涨停之后买") |
| | | statistic_average(r"C:\Users\Administrator\Desktop\3个票涨停之后买.txt") |
| | | # print("======3个票涨停之后买+不限开盘涨幅+3个涨停之后大单打折") |
| | | # statistic_average(r"C:\Users\Administrator\Desktop\3个票涨停之后买_不限开盘涨幅.txt") |
| | | codes = set() |
| | | codes_sh, codes_sz = l1_subscript_codes_manager.get_codes() |
| | | codes |= set([x.decode() for x in codes_sh]) |
| | | codes |= set([x.decode() for x in codes_sz]) |
| | | KPLCodeJXBlocksManager('2025-06-17', codes).start_download_blocks() |
| | | # codes = set() |
| | | # codes_sh, codes_sz = l1_subscript_codes_manager.get_codes() |
| | | # codes |= set([x.decode() for x in codes_sh]) |
| | | # codes |= set([x.decode() for x in codes_sz]) |
| | | # KPLCodeJXBlocksManager('2025-06-17', codes).start_download_blocks() |
| | | # target_block = {"石油石化", "天然气", "化工"} |
| | | # for code in code_blocks: |
| | | # blocks = code_blocks.get(code) |
| | | # if len(blocks & target_block) == len(target_block): |
| | | # print(code, blocks) |
| | | |
| | | __DataLoader = DataLoader("2025-06-18") |
| | | kline_datas = __DataLoader.load_kline_data() |
| | | codes = [] |
| | | for code in kline_datas: |
| | | # if code !='003010': |
| | | # continue |
| | | result = data_analyzer.KTickLineAnalyzer.is_too_high_and_not_relase_volume(kline_datas[code]) |
| | | if result: |
| | | print("未放量", code, result[1]) |
| | | codes.append(code) |
| | | print(len(codes)) |
| | |
| | | import logging |
| | | |
| | | import constant |
| | | from code_attribute import gpcode_manager, code_nature_analyse |
| | | from strategy.data_analyzer import KPLLimitUpDataAnalyzer |
| | |
| | | if block_in_datas: |
| | | stock_variables.资金流入板块 = block_in_datas |
| | | |
| | | stock_variables.当前价 = big_order[1][4] |
| | | compute_result = self.__run_backtest(code, stock_variables) |
| | | # print(compute_result) |
| | | self.__process_test_result(code, stock_variables, next_trade_day, big_order[1][4], |
| | | huaxin_util.convert_time(big_order[1][3]), compute_result) |
| | | stock_variables.当前价 = big_order[1][4] |
| | | try: |
| | | compute_result = self.__run_backtest(code, stock_variables) |
| | | # print(compute_result) |
| | | self.__process_test_result(code, stock_variables, next_trade_day, big_order[1][4], |
| | | huaxin_util.convert_time(big_order[1][3]), compute_result) |
| | | except Exception as e: |
| | | logging.exception(e) |
| | | |
| | | print("可买题材:", all_new_plates) |
| | | |
| | |
| | | |
| | | if __name__ == "__main__": |
| | | back_test_dict = {} |
| | | days = ["2025-05-12", "2025-05-13", "2025-05-14", "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20", |
| | | "2025-05-21", "2025-05-22", "2025-05-23", "2025-05-26", "2025-05-27", "2025-05-28", "2025-05-29", |
| | | "2025-05-30", "2025-06-03"] |
| | | # days = ["2025-05-12", "2025-05-13", "2025-05-14", "2025-05-15", "2025-05-16", "2025-05-19", "2025-05-20", |
| | | # "2025-05-21", "2025-05-22", "2025-05-23", "2025-05-26", "2025-05-27", "2025-05-28", "2025-05-29", |
| | | # "2025-05-30", "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"] |
| | | # "2025-05-30", "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"] |
| | | |
| | | # days = ["2025-05-23"] |
| | | |
| | |
| | | |
| | | def __init__(self): |
| | | self.musql = Mysqldb() |
| | | # 成交得订单信息 |
| | | self.__deal_code_orders_info = {} |
| | | self.redis_manager = redis_manager.RedisManager(12) |
| | | # 下过单的板块代码 |
| | | self.__place_order_plate_codes_info = {} |
| | | # 委托得订单信息:{code#order_ref:} |
| | | self.__delegate_code_orders = {} |
| | | self.__load_data() |
| | | |
| | | def __get_redis(self): |
| | | return self.redis_manager.getRedis() |
| | | |
| | | def __load_data(self): |
| | | # 不算打板的数据 |
| | |
| | | for r in results: |
| | | self.add_deal_order(r[1], r[4], round(float(r[3]), 2), r[0], r[2]) |
| | | |
| | | val = RedisUtils.get(self.__get_redis(), "place_order_plate_codes_info") |
| | | if val: |
| | | self.__place_order_plate_codes_info = json.loads(val) |
| | | |
| | | def add_deal_order(self, code, volume, price, trade_id, order_sys_id): |
| | | """ |
| | | 添加成交大单 |
| | | 添加成交订单 |
| | | @param code: |
| | | @param volume: |
| | | @param price: |
| | |
| | | return |
| | | self.__deal_code_orders_info[code][trade_id] = (volume, price, order_sys_id) |
| | | |
| | | def set_order_status(self, code, order_ref, order_sys_id, price, volume, status): |
| | | """ |
| | | 设置订单状态 |
| | | @param code: |
| | | @param order_ref: |
| | | @param order_sys_id: |
| | | @param price: |
| | | @param volume: |
| | | @param status: |
| | | @return: |
| | | """ |
| | | k = f"{code}#{order_ref}" |
| | | if k not in self.__delegate_code_orders: |
| | | return |
| | | # [代码,订单索引,订单号,价格,量,状态,板块集合] |
| | | data = self.__delegate_code_orders[k] |
| | | data[2] = order_sys_id |
| | | data[5] = status |
| | | data[3] = price |
| | | data[4] = volume |
| | | # 如果订单已经取消就需要删除 |
| | | if status == huaxin_util.TORA_TSTP_OST_AllCanceled or status == huaxin_util.TORA_TSTP_OST_Rejected: |
| | | data = self.__delegate_code_orders.pop(k) |
| | | if data: |
| | | PlatePlaceOrderManager().remove_plates_code(data[6], code) |
| | | |
| | | def get_deal_codes(self): |
| | | if not self.__deal_code_orders_info: |
| | | return set() |
| | | return set(self.__deal_code_orders_info.keys()) |
| | | |
| | | def place_order(self, plate, code): |
| | | def place_order(self, plates, code, order_ref, price, volume): |
| | | """ |
| | | 下单 |
| | | @param plate: |
| | | @param plates: |
| | | @param code: |
| | | @param order_ref: |
| | | @param price: |
| | | @param volume: |
| | | @return: |
| | | """ |
| | | # 初始化委托数据 [代码,订单索引,订单号,价格,量,状态,板块集合] |
| | | data = [code, order_ref, '', price, volume, huaxin_util.TORA_TSTP_OST_Unknown, plates] |
| | | k = f"{code}#{order_ref}" |
| | | if k not in self.__delegate_code_orders: |
| | | self.__delegate_code_orders[k] = data |
| | | PlatePlaceOrderManager().add_plates_code(plates, code) |
| | | |
| | | def place_order_fail(self, code, order_ref): |
| | | """ |
| | | 下单失败了 |
| | | @param code: |
| | | @param order_ref: |
| | | @return: |
| | | """ |
| | | k = f"{code}#{order_ref}" |
| | | if k in self.__delegate_code_orders: |
| | | data = self.__delegate_code_orders.pop(k) |
| | | if data: |
| | | PlatePlaceOrderManager().remove_plates_code(data[6], code) |
| | | |
| | | def get_deal_or_delegated_codes(self): |
| | | """ |
| | | 获取已经成交或者委托的代码 |
| | | @return: |
| | | """ |
| | | codes = set() |
| | | if self.__delegate_code_orders: |
| | | for k in self.__delegate_code_orders: |
| | | codes.add(self.__delegate_code_orders[k][0]) |
| | | |
| | | if self.__deal_code_orders_info: |
| | | codes |= set(self.__deal_code_orders_info.keys()) |
| | | return codes |
| | | |
| | | |
| | | @tool.singleton |
| | | class PlatePlaceOrderManager: |
| | | """ |
| | | 板块下单管理 |
| | | """ |
| | | |
| | | def __init__(self): |
| | | self.__db = 12 |
| | | self.redis_manager = redis_manager.RedisManager(self.__db) |
| | | # 下过单的板块代码 |
| | | self.__place_order_plate_codes_info = {} |
| | | self.__load_data() |
| | | |
| | | def __get_redis(self): |
| | | return self.redis_manager.getRedis() |
| | | |
| | | def __load_data(self): |
| | | val = RedisUtils.get(self.__get_redis(), "place_order_plate_codes_info") |
| | | if val: |
| | | self.__place_order_plate_codes_info = json.loads(val) |
| | | |
| | | def add_plates_code(self, plates, code): |
| | | """ |
| | | 添加板块下单 |
| | | @param plates: |
| | | @param code: |
| | | @return: |
| | | """ |
| | | if plate not in self.__place_order_plate_codes_info: |
| | | self.__place_order_plate_codes_info[plate] = [] |
| | | if code not in self.__place_order_plate_codes_info[plate]: |
| | | self.__place_order_plate_codes_info[plate].append(code) |
| | | for plate in plates: |
| | | if plate not in self.__place_order_plate_codes_info: |
| | | self.__place_order_plate_codes_info[plate] = [] |
| | | if code not in self.__place_order_plate_codes_info[plate]: |
| | | self.__place_order_plate_codes_info[plate].append(code) |
| | | self.__sync_plate_place_order_info() |
| | | |
| | | def __sync_plate_place_order_info(self): |
| | | """ |
| | | 同步板块下单信息 |
| | | @return: |
| | | """ |
| | | RedisUtils.setex_async(self.__db, "place_order_plate_codes_info", tool.get_expire(), |
| | | json.dumps(self.__place_order_plate_codes_info)) |
| | | |
| | | def get_place_order_plate_codes(self): |
| | | def remove_plates_code(self, plates, code): |
| | | """ |
| | | 移除板块下单 |
| | | @param plates: |
| | | @param code: |
| | | @return: |
| | | """ |
| | | for plate in plates: |
| | | if plate in self.__place_order_plate_codes_info: |
| | | if code in self.__place_order_plate_codes_info[plate]: |
| | | self.__place_order_plate_codes_info[plate].remove(code) |
| | | self.__sync_plate_place_order_info() |
| | | |
| | | def get_plate_codes(self): |
| | | return self.__place_order_plate_codes_info |
| | | |
| | | |
| | | __CodesTradeStateManager = CodesTradeStateManager() |
| | | |
| | | if __name__ == "__main__": |
| | | codes = DealCodesManager().get_codes() |
| | | print(codes) |
| | | PlatePlaceOrderManager().add_plates_code({"通信","计算机"}, "000333") |
| | | place_order_plate_codes = PlatePlaceOrderManager().get_plate_codes() |
| | | code_sets = [set(lst) for lst in place_order_plate_codes.values()] |
| | | # 2. 使用 set.union() 求并集 |
| | | union_code_sets = set().union(*code_sets) |
| | | print(union_code_sets) |
| | |
| | | return max(price1, price2) |
| | | |
| | | |
| | | # 获取买入价格笼子的最高价 |
| | | def get_buy_max_price(price): |
| | | price1 = price * (1 + 0.02) |
| | | price1 = math.ceil(price1 * 100) / 100 |
| | | price2 = price + 0.1 |
| | | return max(price1, price2) |
| | | |
| | | |
| | | # 获取买入价格笼子的最低价 |
| | | def get_shadow_price(price): |
| | | # fprice = round((100 - random.randint(2, 10)) * price / 100, 2) |