From 0a82a3db5496751b3c39915b6c159e5a8ecd7a67 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 06 十二月 2024 19:11:42 +0800
Subject: [PATCH] 策略优化
---
api/outside_api_command_callback.py | 58 +++++++++++++++++++++++++++++++++++++++++++---------------
1 files changed, 43 insertions(+), 15 deletions(-)
diff --git a/api/outside_api_command_callback.py b/api/outside_api_command_callback.py
index 352718d..8cb85c6 100644
--- a/api/outside_api_command_callback.py
+++ b/api/outside_api_command_callback.py
@@ -36,8 +36,7 @@
logger_real_place_order_position, logger_device
from output import l2_output_util
from third_data import kpl_util, history_k_data_manager, huaxin_l1_data_manager, third_blocks_manager, kpl_data_manager
-from third_data.code_plate_key_manager import KPLCodeJXBlockManager, \
- RadicalBuyBlockManager
+from third_data.code_plate_key_manager import KPLCodeJXBlockManager, RealTimeKplMarketData
from third_data.history_k_data_manager import HistoryKDataManager
from third_data.history_k_data_util import JueJinApi, HistoryKDatasUtils
from third_data.kpl_data_manager import KPLDataManager
@@ -47,12 +46,15 @@
from trade import trade_manager, l2_trade_util, trade_data_manager, trade_constant
import l2_data_util as l2_data_util_old
from trade.buy_money_count_setting import BuyMoneyAndCountSetting, RadicalBuyBlockCodeCountManager
+from trade.buy_radical import block_special_codes_manager
from trade.huaxin import huaxin_trade_api, huaxin_trade_data_update, \
huaxin_trade_record_manager, huaxin_trade_order_processor, huaxin_sell_util
from trade.huaxin.huaxin_trade_record_manager import PositionManager, DealRecordManager, DelegateRecordManager
+from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager
from trade.sell import sell_manager
from trade.sell.sell_rule_manager import TradeRuleManager, SellRule
+from trade.trade_data_manager import RadicalBuyDealCodesManager
from trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager
from settings.trade_setting import MarketSituationManager, TradeBlockBuyModeManager
from utils import socket_util, data_export_util, tool, huaxin_util, output_util, global_util
@@ -93,7 +95,7 @@
def __cancel_not_deal_order(self, code, order_ref, timeout=3):
time.sleep(timeout)
# 鎾や拱鍗�
- huaxin_trade_api.cancel_order(1, code, "", orderRef=order_ref)
+ huaxin_trade_api.cancel_order(huaxin_trade_api.TRADE_DIRECTION_BUY, code, "", orderRef=order_ref)
# 浜ゆ槗
def OnTrade(self, client_id, request_id, data):
@@ -934,7 +936,7 @@
limit_up_price = gpcode_manager.get_limit_up_price(code)
buy1_money = Buy1PriceManager().get_latest_buy1_money(code)
if buy1_money is None:
- buy1_money = 0
+ buy1_money = 1
# 鑾峰彇宸茬粡鎴愪氦鐨勫ぇ鍗曟暟閲�
total_big_num = 0
total_big_count = 0
@@ -1075,7 +1077,7 @@
"pay_attention": need_pay_attention,
"trade_progress_percent": round(
total_left_num * float(limit_up_price) * 100 * 100 / buy1_money, 2), # 鎴愪氦杩涘害姣斾緥
- "limit_up_price": float(gpcode_manager.get_limit_up_price(code)),
+ "limit_up_price": gpcode_manager.get_limit_up_price_as_num(code),
"is_near_big_order": is_near_big_order,
"block": '',
"trade_queue": []
@@ -1083,10 +1085,18 @@
limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code)
# 鑾峰彇褰撳墠鏉垮潡
try:
- limit_up_sequence = CodeLimitUpSequenceManager.get_current_limit_up_sequence(code)
- if limit_up_sequence:
- fdata[
- 'block'] = f"{limit_up_sequence[0]}-{limit_up_sequence[1]}({limit_up_sequence[2]}&{limit_up_sequence[2] - limit_up_sequence[3]})"
+ limit_up_sequences = CodeLimitUpSequenceManager.get_current_limit_up_sequence(code)
+ if limit_up_sequences:
+ buy_blocks = RadicalBuyDealCodesManager().get_code_blocks(code)
+ blocks_info = []
+ for limit_up_sequence in limit_up_sequences:
+ # 鑾峰彇浠ｇ爜涓嬪崟鐨勬澘鍧�
+ if buy_blocks and limit_up_sequence[0] not in buy_blocks:
+ continue
+ blocks_info.append(
+ f"{limit_up_sequence[0]}-{limit_up_sequence[1]}({limit_up_sequence[2]}&{limit_up_sequence[2] - limit_up_sequence[3]})")
+ if buy_blocks:
+ fdata['block'] = "/".join(blocks_info)
except:
pass
# 鑾峰彇娑ㄥ仠鏃堕棿
@@ -1210,7 +1220,7 @@
# 鑾峰彇澶у崟鎴愪氦鍒楄〃
code = data["code"]
data_list = BigOrderDealManager().get_total_buy_money_list(code)
- bigger_money = l2_data_util_old.get_big_money_val(float(gpcode_manager.get_limit_up_price(code)),
+ bigger_money = l2_data_util_old.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code),
tool.is_ge_code(code))
fdatas = []
for d in data_list:
@@ -1258,11 +1268,9 @@
source_origin_dict = copy.deepcopy(CodeThirdBlocksManager().get_source_blocks_origin(code))
if not source_origin_dict:
source_origin_dict = {}
- kpl_blocks = RadicalBuyBlockManager.get_code_kpl_blocks(code)
+ kpl_blocks = set()
if kpl_blocks is None:
kpl_blocks = set()
- if not kpl_blocks:
- KPLCodeJXBlockManager().load_jx_blocks_radical(code)
filter_blocks, match_blocks = RadicalBuyBlockManager.get_code_blocks(code)
source_origin_dict[SOURCE_TYPE_KPL] = kpl_blocks
@@ -1270,7 +1278,9 @@
data = {
"blocks": {},
"origin_blocks": {},
- "match_blocks": [list(filter_blocks), list(match_blocks)]
+ "match_blocks": [list(filter_blocks), list(match_blocks)],
+ # 鏉垮潡鍑�娴佸叆鎯呭喌
+ "block_in_moneys": [RealTimeKplMarketData.get_block_info_at_block_in(b) for b in filter_blocks]
}
for s in source_origin_dict:
data["origin_blocks"][s] = list(source_origin_dict[s])
@@ -1327,7 +1337,10 @@
# 鑾峰彇涔板叆涓嬪崟璁剧疆
data = {
"radical_buy": {"price": (constant.MIN_CODE_RADICAL_BUY_PRICE, constant.MAX_CODE_RADICAL_BUY_PRICE),
- "zyltgb": constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES}}
+ "zyltgb": constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES,
+ "top_block_count_by_market_strong":constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG,
+ "special_codes_max_block_in_rank": constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL
+ }}
self.send_response({"code": 0, "data": data, "msg": f""},
client_id,
request_id)
@@ -1338,6 +1351,12 @@
constant.MIN_CODE_RADICAL_BUY_PRICE = radical_buy["price"][0]
constant.MAX_CODE_RADICAL_BUY_PRICE = radical_buy["price"][1]
constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES = radical_buy["zyltgb"]
+ if radical_buy.get("top_block_count_by_market_strong"):
+ constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG = radical_buy.get("top_block_count_by_market_strong")
+ if radical_buy.get("special_codes_max_block_in_rank"):
+ constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL = radical_buy.get(
+ "special_codes_max_block_in_rank")
+
self.send_response({"code": 0, "data": {}, "msg": f""},
client_id,
request_id)
@@ -1358,6 +1377,15 @@
self.send_response({"code": 0, "data": list(codes), "msg": f""},
client_id,
request_id)
+
+ elif ctype == "async_radical_buy_special_codes":
+ # 鍚屾鎵叆涔扮殑杈ㄨ瘑搴︿唬鐮�
+ count = block_special_codes_manager.update_block_special_codes()
+ self.send_response({"code": 0, "msg": f"鏇存柊鎴愬姛鏁伴噺锛歿count}"},
+ client_id,
+ request_id)
+
+
except Exception as e:
logging.exception(e)
logger_debug.exception(e)
--
Gitblit v1.8.0