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 | 245 +++++++++++++++++++++++++++++++++++++++++++-----
1 files changed, 216 insertions(+), 29 deletions(-)
diff --git a/api/outside_api_command_callback.py b/api/outside_api_command_callback.py
index 2bdf7bc..8cb85c6 100644
--- a/api/outside_api_command_callback.py
+++ b/api/outside_api_command_callback.py
@@ -1,4 +1,6 @@
+import base64
import concurrent.futures
+import copy
import json
import logging
import threading
@@ -25,7 +27,7 @@
l2_data_source_util, cancel_buy_strategy
from l2.code_price_manager import Buy1PriceManager
-from l2.l2_data_manager import TradePointManager
+from l2.l2_data_manager import TradePointManager, OrderBeginPosInfo
from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, BigOrderDealManager
from log_module import async_log_util, log_export
@@ -33,20 +35,26 @@
logger_trade, logger_trade_position_api_request, logger_request_api, \
logger_real_place_order_position, logger_device
from output import l2_output_util
-from third_data import kpl_data_manager, kpl_util, history_k_data_manager
-from third_data.code_plate_key_manager import CodePlateKeyBuyManager
+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, 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
+from third_data.kpl_limit_up_data_manager import CodeLimitUpSequenceManager
from third_data.kpl_util import KPLDataType
-from trade import trade_manager, l2_trade_util
+from third_data.third_blocks_manager import CodeThirdBlocksManager, SOURCE_TYPE_KPL, BlockMapManager
+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
@@ -87,7 +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):
@@ -135,7 +143,7 @@
raise Exception("灏氭湭鑾峰彇鍒扮幇浠�")
# 鑾峰彇涔�1閲戦
price = round(float(current_price), 2)
- buy1_info = L1DataManager.current_buy1_dict.get(code)
+ buy1_info = huaxin_l1_data_manager.get_buy1_info(code)
if buy1_info and buy1_info[0] * buy1_info[1] > 50 * 10000:
# 濡傛灉涔�1鍦�50w浠ヤ笂灏卞姞涓�妗�
price += 0.01
@@ -160,6 +168,7 @@
accountID = data["accountID"]
orderSysID = data["orderSysID"]
sinfo = data["sinfo"]
+ async_log_util.info(logger_trade, f"API鎾ゅ崟: {data}")
if orderSysID:
result = huaxin_trade_api.cancel_order(direction, code, orderSysID, sinfo=sinfo,
blocking=True, request_id=request_id)
@@ -178,11 +187,13 @@
msg_list.append(f"鎾ゅ崠鍗曟暟閲忥細{sell_count}")
except Exception as e:
logger_debug.exception(e)
- can_cancel = l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "鎵嬪姩鎾ゅ崟")
+ can_cancel = l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "鎵嬪姩鎾ゅ崟",
+ cancel_type=trade_constant.CANCEL_TYPE_HUMAN)
if not can_cancel:
msg_list.append(f"鏃犳硶鎾や拱鍗�")
else:
msg_list.append(f"宸叉挙涔板崟")
+ async_log_util.info(logger_trade, f"API鎾ゅ崟缁撴灉: {msg_list}")
self.send_response({"code": 0, "data": {"code": 0, "msg": "锛�".join(msg_list)}}, client_id,
request_id)
except Exception as e:
@@ -273,10 +284,14 @@
code_list_type = data["code_list_type"]
operate = data["operate"]
code = data.get("code")
+ if code and not tool.is_can_buy_code(code):
+ raise Exception(f"涓嶆槸鍙互浜ゆ槗鐨勪唬鐮侊細{code}")
fresult = {"code": 0}
if code_list_type == outside_api_command_manager.CODE_LIST_WANT:
if operate == outside_api_command_manager.OPERRATE_SET:
gpcode_manager.WantBuyCodesManager().add_code(code)
+ # 鍔犳兂涔板崟瑕佷粠榛戝悕鍗曠Щ闄�
+ l2_trade_util.remove_from_forbidden_trade_codes(code)
name = gpcode_manager.get_code_name(code)
if not name:
results = HistoryKDatasUtils.get_gp_codes_names([code])
@@ -295,7 +310,8 @@
if operate == outside_api_command_manager.OPERRATE_SET:
# 鍏堟墜鍔ㄦ挙鍗�
try:
- l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "鎵嬪姩鎷夐粦")
+ l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "鎵嬪姩鎷夐粦",
+ cancel_type=trade_constant.CANCEL_TYPE_HUMAN)
except Exception as e:
logger_debug.exception(e)
l2_trade_util.forbidden_trade(code, msg="鎵嬪姩鍔犲叆 trade_server")
@@ -367,6 +383,25 @@
name = gpcode_manager.get_code_name(code)
datas.append(f"{name}:{code}")
fresult = {"code": 0, "data": datas}
+ elif code_list_type == outside_api_command_manager.CODE_LIST_GREEN:
+ if operate == outside_api_command_manager.OPERRATE_SET:
+ gpcode_manager.GreenListCodeManager().add_code(code)
+ gpcode_manager.WantBuyCodesManager().add_code(code)
+ name = gpcode_manager.get_code_name(code)
+ if not name:
+ results = HistoryKDatasUtils.get_gp_codes_names([code])
+ if results:
+ gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
+ elif operate == outside_api_command_manager.OPERRATE_DELETE:
+ gpcode_manager.GreenListCodeManager().remove_code(code)
+ gpcode_manager.WantBuyCodesManager().remove_code(code)
+ elif operate == outside_api_command_manager.OPERRATE_GET:
+ codes = gpcode_manager.GreenListCodeManager().list_codes_cache()
+ datas = []
+ for code in codes:
+ name = gpcode_manager.get_code_name(code)
+ datas.append(f"{name}:{code}")
+ fresult = {"code": 0, "data": datas}
self.send_response(fresult, client_id, request_id)
except Exception as e:
@@ -413,7 +448,8 @@
white = gpcode_manager.WhiteListCodeManager().is_in_cache(code)
black = l2_trade_util.is_in_forbidden_trade_codes(code)
pause_buy = gpcode_manager.PauseBuyCodesManager().is_in_cache(code)
-
+ must_buy = gpcode_manager.MustBuyCodesManager().is_in_cache(code)
+ green = gpcode_manager.GreenListCodeManager().is_in_cache(code)
desc_list = []
if want:
desc_list.append("銆愭兂涔板崟銆�")
@@ -423,6 +459,11 @@
desc_list.append("銆愰粦鍚嶅崟銆�")
if pause_buy:
desc_list.append("銆愭殏涓嶄拱銆�")
+ if must_buy:
+ desc_list.append("銆愮孩鍚嶅崟銆�")
+ if green:
+ desc_list.append("銆愮豢鍚嶅崟銆�")
+
result = {"code": 0, "data": {"code_info": (code, code_name), "desc": "".join(desc_list)}}
self.send_response(result, client_id, request_id)
except Exception as e:
@@ -535,6 +576,11 @@
l1_subscript_codes_manager.save_codes(codes_sh, codes_sz)
result = {"code": 0, "data": {"codes_sh": len(codes_sh), "codes_sz": len(codes_sz)}}
self.send_response(result, client_id, request_id)
+ # 鎷夊彇涓夋柟鏉垮潡
+ codes = []
+ codes.extend(codes_sh)
+ codes.extend(codes_sz)
+ threading.Thread(target=third_blocks_manager.load_if_less, args=(codes,), daemon=True).start()
except Exception as e:
logger_debug.error(e)
@@ -817,7 +863,7 @@
except Exception as e:
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
elif ctype == "get_delegated_buy_code_infos":
- account_available_money = trade_manager.AccountAvailableMoneyManager().get_available_money_cache()
+ account_available_money = trade_data_manager.AccountMoneyManager().get_available_money_cache()
# 鑾峰彇濮旀墭涓殑浠ｇ爜
# current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates()
current_delegates, update_time = huaxin_trade_record_manager.DelegateRecordManager.list_by_day(
@@ -835,14 +881,18 @@
# 鑾峰彇涓嬪崟浣嶇疆淇℃伅
order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code)
if order_begin_pos is None or order_begin_pos.buy_single_index is None:
- continue
+ order_begin_pos = OrderBeginPosInfo(buy_single_index=0, buy_exec_index=0)
l2_data_util.load_l2_data(code)
total_datas = l2_data_util.local_today_datas.get(code)
+ if not total_datas:
+ continue
trade_index, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code)
if trade_index is None:
trade_index = 0
# 涓嬪崟浣嶇疆
place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
+ if place_order_index is None:
+ place_order_index = 0
# 璁＄畻淇″彿浣嶇疆鍒扮湡瀹炰笅鍗曚綅缃殑鎬讳拱锛堜笉绠℃槸鍚﹀凡鎾わ級
total_nums = 0
for i in range(order_begin_pos.buy_single_index, place_order_index):
@@ -886,7 +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
@@ -969,7 +1019,7 @@
real_place_order_after_num += val["num"]
# 鑾峰彇褰撴棩鐨勯噺姣�
- volume_rate = code_volumn_manager.get_volume_rate(code)
+ volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)
# 鏄惁闇�瑕佹敞鎰�
need_pay_attention = (total_left_count <= 10 or total_left_num * float(
@@ -1027,7 +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": []
@@ -1035,17 +1085,18 @@
limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code)
# 鑾峰彇褰撳墠鏉垮潡
try:
- can_buy_result = CodePlateKeyBuyManager.can_buy(code)
- if can_buy_result:
- if can_buy_result[0]:
- fdata['block'] = ",".join(
- [f"{x[0]}-{x[1] + 1}({x[2]}&{x[3] - x[2]})" for x in can_buy_result[0]])
- else:
- if can_buy_result[1]:
- if limit_up_data:
- fdata['block'] = f"{limit_up_data[5]}-鐙嫍"
- else:
- fdata['block'] = f"鐙嫍"
+ 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
@@ -1064,6 +1115,14 @@
zyltgb = global_util.zyltgb_map.get(code)
if zyltgb is not None:
fdata['zyltgb'] = output_util.money_desc(zyltgb)
+ except:
+ pass
+
+ try:
+ if order_begin_pos:
+ fdata['mode'] = order_begin_pos.mode
+ else:
+ fdata['mode'] = -1
except:
pass
@@ -1135,8 +1194,8 @@
elif ctype == "set_per_code_buy_money":
# 璁剧疆鍗曞彧绁ㄧ殑涔板叆閲戦
money = data["money"]
- if money > 30000:
- raise Exception("鏈�澶氬彧鑳借缃�3w")
+ if money > 50000:
+ raise Exception("鏈�澶氬彧鑳借缃�5w")
constant.BUY_MONEY_PER_CODE = money
self.send_response({"code": 0, "data": {"money": constant.BUY_MONEY_PER_CODE}}, client_id, request_id)
elif ctype == "get_per_code_buy_money":
@@ -1146,6 +1205,8 @@
kpl_data_manager.PullTask.repaire_pull_task()
# 淇鏁版嵁鏈嶅姟
server_util.repaire_data_server()
+ # 浠诲姟淇
+ huaxin_trade_data_update.repaire_task()
self.send_response({"code": 0, "data": {}}, client_id, request_id)
elif ctype == "get_trade_queue":
code = data["code"]
@@ -1159,7 +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:
@@ -1184,7 +1245,8 @@
elif ctype == "get_buy_block_mode":
# 鑾峰彇涔板叆鏉垮潡鐨勬ā寮�
can_buy_unique_block = TradeBlockBuyModeManager().can_buy_unique_block()
- self.send_response({"code": 0, "data": {"unique_block": 1 if can_buy_unique_block else 0 }, "msg": f""}, client_id,
+ self.send_response({"code": 0, "data": {"unique_block": 1 if can_buy_unique_block else 0}, "msg": f""},
+ client_id,
request_id)
elif ctype == "set_buy_unique_block_mode":
@@ -1197,11 +1259,136 @@
self.send_response({"code": 0, "data": {}, "msg": f""},
client_id,
request_id)
+ elif ctype == "get_code_third_blocks":
+ # 鑾峰彇绗笁鏂规澘鍧楁暟鎹�
+ code = data["code"]
+ source_dict = copy.deepcopy(CodeThirdBlocksManager().get_source_blocks(code))
+ if not source_dict:
+ source_dict = {}
+ source_origin_dict = copy.deepcopy(CodeThirdBlocksManager().get_source_blocks_origin(code))
+ if not source_origin_dict:
+ source_origin_dict = {}
+ kpl_blocks = set()
+ if kpl_blocks is None:
+ kpl_blocks = set()
+ filter_blocks, match_blocks = RadicalBuyBlockManager.get_code_blocks(code)
+ source_origin_dict[SOURCE_TYPE_KPL] = kpl_blocks
+ source_dict[SOURCE_TYPE_KPL] = BlockMapManager().filter_blocks(kpl_blocks)
+ data = {
+ "blocks": {},
+ "origin_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])
+ for s in source_dict:
+ data["blocks"][s] = list(source_dict[s])
+
+ self.send_response({"code": 0, "data": data, "msg": f""},
+ client_id,
+ request_id)
+ elif ctype == "set_buy_money_count_setting":
+ # 璁剧疆涔板叆閲戦鍜屾暟閲�
+ normal = data["normal"]
+ radical = data["radical"]
+ default_buy_money = data["default_buy_money"]
+ if int(default_buy_money) not in constant.AVAILABLE_BUY_MONEYS:
+ raise Exception("榛樿閲戦涓嶅湪棰勮閲戦鍐�")
+ constant.BUY_MONEY_PER_CODE = default_buy_money
+ BuyMoneyAndCountSetting().set_normal_buy_data(normal[0], json.loads(normal[1]))
+ BuyMoneyAndCountSetting().set_radical_buy_data(radical[0], json.loads(radical[1]))
+ data = {
+ "normal": BuyMoneyAndCountSetting().get_normal_buy_setting(),
+ "radical": BuyMoneyAndCountSetting().get_radical_buy_setting()
+ }
+ self.send_response({"code": 0, "data": data, "msg": f""},
+ client_id,
+ request_id)
+ elif ctype == "get_buy_money_count_setting":
+ # 璁剧疆涔板叆閲戦鍜屾暟閲�
+ data = {
+ "normal": BuyMoneyAndCountSetting().get_normal_buy_setting(),
+ "radical": BuyMoneyAndCountSetting().get_radical_buy_setting(),
+ "moneys": constant.AVAILABLE_BUY_MONEYS,
+ "default_buy_money": constant.BUY_MONEY_PER_CODE
+ }
+ self.send_response({"code": 0, "data": data, "msg": f""},
+ client_id,
+ request_id)
+ elif ctype == "set_radical_buy_block_count_setting":
+ # 璁剧疆涔板叆閲戦鍜屾暟閲�
+ data_str = data["data"]
+ data_str = base64.b64decode(data_str).decode('utf-8')
+ setting = json.loads(data_str)
+ RadicalBuyBlockCodeCountManager().set_block_code_count(setting)
+ self.send_response({"code": 0, "data": setting, "msg": f""},
+ client_id,
+ request_id)
+ elif ctype == "get_radical_buy_block_count_setting":
+ # 璁剧疆涔板叆閲戦鍜屾暟閲�
+ data = RadicalBuyBlockCodeCountManager().get_block_code_count_settings()
+ self.send_response({"code": 0, "data": data, "msg": f""},
+ client_id,
+ request_id)
+ elif ctype == "get_place_order_settings":
+ # 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,
+ "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)
+ elif ctype == "set_place_order_settings":
+ radical_buy = data.get("radical_buy")
+ if radical_buy:
+ radical_buy = json.loads(radical_buy)
+ 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)
+ elif ctype == "get_buy_open_limit_up_codes":
+ # 鑾峰彇闅斿鍗曟帓1鐨勪唬鐮�
+ codes = gpcode_manager.BuyOpenLimitUpCodeManager().get_codes()
+ if not codes:
+ codes = set()
+ self.send_response({"code": 0, "data": list(codes), "msg": f""},
+ client_id,
+ request_id)
+
+ elif ctype == "set_buy_open_limit_up_codes":
+ # 璁剧疆闅斿鍗曟帓1鐨勪唬鐮�
+ codes = data.get("codes")
+ codes = json.loads(codes)
+ gpcode_manager.BuyOpenLimitUpCodeManager().set_codes(set(codes))
+ 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)
self.send_response({"code": 1, "msg": f"鏁版嵁澶勭悊鍑洪敊锛歿e}"}, client_id, request_id)
finally:
use_time = time.time() - __start_time
--
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