From 2c707e6083d8d60b088a7f91a0020370e65c8c7f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 29 十月 2024 17:10:24 +0800
Subject: [PATCH] 昨日跌幅过大不扫入/添加日志记录
---
trade/trade_result_manager.py | 11 ++-
code_attribute/code_nature_analyse.py | 30 ++++++++-
trade/radical_buy_data_manager.py | 9 ++
code_attribute/gpcode_manager.py | 18 +++++-
servers/huaxin_trade_server.py | 8 ++
l2/l2_data_manager_new.py | 75 +++++++++++++------------
6 files changed, 101 insertions(+), 50 deletions(-)
diff --git a/code_attribute/code_nature_analyse.py b/code_attribute/code_nature_analyse.py
index 0984759..269b26a 100644
--- a/code_attribute/code_nature_analyse.py
+++ b/code_attribute/code_nature_analyse.py
@@ -220,8 +220,8 @@
p11 = __is_latest_open_limit_up(code, record_datas, 5)
# 90澶╁唴鏄惁鏈夋定鍋�
p12 = __has_limit_up(code, record_datas, 90)
- # 鏈�杩�5澶╂槸鍚﹁穼鍋�
- p13 = __is_latest_limit_down(code, record_datas, 5)
+ # 涓婁釜浜ゆ槗鏃ユ槸鍚﹁穼骞呰繃澶�
+ p13 = __is_pre_day_limit_rate_too_low(code, record_datas)
# 60涓氦鏄撴棩鏄惁鏇炬定鍋�
p14 = __has_limited_up(code, record_datas, 60)
# 鏄ㄦ棩鏄惁娑ㄥ仠杩�
@@ -578,6 +578,26 @@
return False
+def __is_pre_day_limit_rate_too_low(code, datas):
+ """
+ 涓婁釜浜ゆ槗鏃ユ槸鍚﹁穼骞呰繃澶�
+ @param code:
+ @param datas:
+ @return:
+ """
+ datas = copy.deepcopy(datas)
+ datas.sort(key=lambda x: x["bob"])
+ items = datas[-1:]
+ for item in items:
+ # 鏄惁鏈夎穼鍋�
+ # 鑾峰彇褰撴棩娑ㄥ箙
+ rate = (item["close"] - item["pre_close"])/item["pre_close"]
+ threshold_rate_ = round(0 - ((1 - tool.get_limit_down_rate(code))*0.9), 2)
+ if rate < threshold_rate_:
+ return True
+ return False
+
+
# V瀛楀舰
def __is_v_model(code, datas):
datas = copy.deepcopy(datas)
@@ -738,6 +758,6 @@
if __name__ == "__main__":
- HighIncreaseCodeManager().add_code("000333")
- print(HighIncreaseCodeManager().is_in("000333"))
- print(HighIncreaseCodeManager().is_in("000222"))
+ code = "000333"
+ threshold_rate = 0 - ((1 - tool.get_limit_down_rate(code)) * 0.9)
+ print(threshold_rate)
diff --git a/code_attribute/gpcode_manager.py b/code_attribute/gpcode_manager.py
index 98f25de..64bd83d 100644
--- a/code_attribute/gpcode_manager.py
+++ b/code_attribute/gpcode_manager.py
@@ -22,6 +22,17 @@
class CodesNameManager:
__mysqldb = Mysqldb()
__code_name_dict = {}
+ __instance = None
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(CodesNameManager, cls).__new__(cls, *args, **kwargs)
+ cls.__load_data()
+ return cls.__instance
+
+ @classmethod
+ def __load_data(cls):
+ cls.__code_name_dict = cls.list_code_name_dict()
@classmethod
def list_code_name_dict(cls):
@@ -98,6 +109,7 @@
# 鎯宠涔扮殑浠ｇ爜
class WantBuyCodesManager:
__instance = None
+ __db = 0
redisManager = redis_manager.RedisManager(0)
__redis_key = "want_buy_codes"
@@ -126,7 +138,7 @@
def remove_code(self, code):
self.__want_buy_codes_cache.discard(code)
- RedisUtils.srem(self.__get_redis(), self.__redis_key, code)
+ RedisUtils.srem_async(self.__db, self.__redis_key, code)
def sync(self):
codes = self.list_code()
@@ -397,7 +409,7 @@
def remove_code(self, code):
self.__codes_set.discard(code)
- RedisUtils.srem(self.__get_redis(), "green-trade-codes", code)
+ RedisUtils.srem_async(self.__db, "green-trade-codes", code)
def is_in(self, code):
return RedisUtils.sismember(self.__get_redis(), "green-trade-codes", code)
@@ -532,7 +544,7 @@
# 鑾峰彇浠ｇ爜鐨勫悕绉�
def get_code_name(code):
- return CodesNameManager.get_code_name(code)
+ return CodesNameManager().get_code_name(code)
def get_name_codes():
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index a93f09d..1f6c604 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -724,7 +724,8 @@
return False, True, f"14:57鍚庝笉鑳戒氦鏄�", True
if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
- if not cls.__WantBuyCodesManager.is_in_cache(code) and not gpcode_manager.GreenListCodeManager().is_in_cache(code):
+ if not cls.__WantBuyCodesManager.is_in_cache(
+ code) and not gpcode_manager.GreenListCodeManager().is_in_cache(code):
return False, True, f"鍙拱鎯充拱锛氭病鍦ㄦ兂涔板崟鍜岀豢鍗�", True
return True, False, f"", False
@@ -1156,10 +1157,7 @@
k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
# 鏄惁鏈夎鲸璇嗗害
is_special = True if k_format and k_format[8][0] else False
- # 涓�5涓氦鏄撴棩鏈夌偢鏉夸箣鍚�
- has_open_limit_up_in_5 = True if k_format and len(k_format) >= 11 and k_format[10] else False
- # 涓�5涓氦鏄撴棩鏈夎穼鍋�
- has_limit_down_in_5 = True if k_format and len(k_format) >= 13 and k_format[12] else False
+
# 鏄惁鏄己鍔�10鍒嗛挓
is_in_strong_time = now_timestamp <= int("094000")
# 鏄惁鏄己鍔�30鍒嗛挓
@@ -1519,7 +1517,7 @@
max_num_set=set(),
buy_volume_rate=buy_volume_rate,
mode=OrderBeginPosInfo.MODE_RADICAL,
- mode_desc="鎬绘姏鍘嬪皬鎵叆",
+ mode_desc=f"鎬绘姏鍘嬪皬鎵叆",
sell_info=sell_info,
threshold_money=threshold_money)
order_begin_pos_info.at_limit_up = cls.__is_at_limit_up_buy(code)
@@ -1933,43 +1931,48 @@
@param end_index:
@return: (鏄惁鑾峰彇鍒颁俊鍙�, 淇″彿浣嶇疆, 娑堟伅)
"""
+
# 婵�杩涗拱淇″彿鐨勬椂闂�
+
+ def __can_order():
+ # 鍒ゆ柇鏄惁鏄澘涓婃斁閲�
+ if cls.__is_at_limit_up_buy(code, start_index):
+ return False, None, "鏉夸笂鏀鹃噺"
+ total_datas = local_today_datas[code]
+ min_num = int(29900 / gpcode_manager.get_limit_up_price_as_num(code))
+ # 濡傛灉鏈夊ぇ鍗曟垚浜ゅ氨涓嶉渶瑕佺湅澶у崟
+ deal_money_list = BigOrderDealManager().get_total_buy_money_list(code)
+ if deal_money_list:
+ for m in deal_money_list:
+ if m >= 2990000:
+ min_num = int(5000 / gpcode_manager.get_limit_up_price_as_num(code))
+ break
+
+ single_index = None
+ for i in range(start_index, end_index + 1):
+ data = total_datas[i]
+ val = data["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ if val["num"] < min_num:
+ continue
+ if int(val["orderNo"]) <= radical_data[1]:
+ # 涓诲姩涔板崟鍚庣殑鏁版嵁涓嶇畻
+ continue
+ single_index = i
+ break
+ if single_index is not None:
+ return True, single_index, "鏈夊ぇ鍗�"
+ return False, None, "鏃犲ぇ鍗�"
radical_data = RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.get(code)
if not radical_data:
return False, None, "涓嶆弧瓒虫縺杩涗拱鐨勬潯浠�"
if t.time() > radical_data[0]:
return False, None, "瓒呰繃鐢熸晥鏃堕棿"
-
- # 鍒ゆ柇鏄惁鏄澘涓婃斁閲�
- if cls.__is_at_limit_up_buy(code, start_index):
- return False, None, "鏉夸笂鏀鹃噺"
- total_datas = local_today_datas[code]
- min_num = int(29900 / gpcode_manager.get_limit_up_price_as_num(code))
- # 濡傛灉鏈夊ぇ鍗曟垚浜ゅ氨涓嶉渶瑕佺湅澶у崟
- deal_money_list = BigOrderDealManager().get_total_buy_money_list(code)
- if deal_money_list:
- for m in deal_money_list:
- if m >= 2990000:
- min_num = int(5000 / gpcode_manager.get_limit_up_price_as_num(code))
- break
-
- single_index = None
- for i in range(start_index, end_index + 1):
- data = total_datas[i]
- val = data["val"]
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- if val["num"] < min_num:
- continue
- if int(val["orderNo"]) <= radical_data[1]:
- # 涓诲姩涔板崟鍚庣殑鏁版嵁涓嶇畻
- continue
- single_index = i
- break
- if single_index is not None:
- return True, single_index, "鏈夊ぇ鍗�"
- return False, None, "鏃犲ぇ鍗�"
+ result = __can_order()
+ l2_log.debug(code, f"L2鎵叆鍒ゆ柇锛歿result}")
+ return result
@classmethod
def test__compute_active_order_begin_pos(cls, code, continue_count, start_index, end_index):
diff --git a/servers/huaxin_trade_server.py b/servers/huaxin_trade_server.py
index b688be3..88940e2 100644
--- a/servers/huaxin_trade_server.py
+++ b/servers/huaxin_trade_server.py
@@ -18,7 +18,7 @@
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
from code_attribute import gpcode_manager, code_volumn_manager, global_data_loader, zyltgb_util, code_nature_analyse
from code_attribute.code_l1_data_manager import L1DataManager
-from code_attribute.gpcode_manager import CodePrePriceManager
+from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager
from huaxin_client import l2_data_transform_protocol
from huaxin_client.trade_transform_protocol import TradeResponse
from l2 import l2_data_manager_new, l2_log, code_price_manager, l2_data_util, transaction_progress, \
@@ -232,6 +232,7 @@
# 鑾峰彇level1鐨勪唬鐮�
list_ = JueJinApi.get_exchanges_codes(["SHSE", "SZSE"])
fdatas = []
+ code_name_map = {}
for d in list_:
if not tool.is_target_code(d["sec_id"]):
continue
@@ -244,6 +245,11 @@
days=100)).timestamp() > datetime.datetime.now().timestamp():
continue
fdatas.append(d["sec_id"])
+ code_name_map[d["sec_id"]] = d["sec_name"]
+ # 淇濆瓨浠ｇ爜鍚嶇О
+ for k in code_name_map:
+ CodesNameManager.add_code_name(k, code_name_map[k])
+
sk.sendall(
socket_util.load_header(json.dumps({"code": 0, "data": fdatas}).encode(encoding='utf-8')))
diff --git a/trade/radical_buy_data_manager.py b/trade/radical_buy_data_manager.py
index 8aaa89a..e68e42a 100644
--- a/trade/radical_buy_data_manager.py
+++ b/trade/radical_buy_data_manager.py
@@ -50,8 +50,13 @@
zyltgb_as_yi = round(zyltgb / 100000000, 2)
if zyltgb_as_yi > constant.MAX_CODE_RADICAL_BUY_ZYLTGB_AS_YI:
return False, "鑷敱娴侀�氬競鍊艰繃澶�"
- elif zyltgb_as_yi < constant.MIN_CODE_RADICAL_BUY_ZYLTGB_AS_YI:
+ elif zyltgb_as_yi < constant.MIN_CODE_RADICAL_BUY_ZYLTGB_AS_YI:
return False, "鑷敱娴侀�氬競鍊艰繃灏�"
+ # 鍒ゆ柇鏄ㄦ棩鏄惁璺屽箙杩囧ぇ
+ k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
+ if k_format and len(k_format) > 12 and k_format[12]:
+ return False, "涓婁釜浜ゆ槗鏃ヨ穼骞呰繃澶�"
+
if gpcode_manager.BlackListCodeManager().is_in_cache(code):
if deal_codes is not None and code in deal_codes:
pass
@@ -93,7 +98,7 @@
cls.__deal_big_order_nos_dict[code].clear()
@classmethod
- def add_big_buy_order_deal(cls, code, order_nos:list):
+ def add_big_buy_order_deal(cls, code, order_nos: list):
if code not in cls.__deal_big_order_nos_dict:
cls.__deal_big_order_nos_dict[code] = set()
for order_no in order_nos:
diff --git a/trade/trade_result_manager.py b/trade/trade_result_manager.py
index 71c454e..86d164f 100644
--- a/trade/trade_result_manager.py
+++ b/trade/trade_result_manager.py
@@ -4,7 +4,7 @@
from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer
from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
-from code_attribute.gpcode_manager import MustBuyCodesManager, GreenListCodeManager
+from code_attribute.gpcode_manager import MustBuyCodesManager, GreenListCodeManager, WantBuyCodesManager
from l2 import l2_data_manager, place_order_single_data_manager
from l2.cancel_buy_strategy import FCancelBigNumComputer, \
NewGCancelBigNumComputer, JCancelBigNumComputer, NBCancelBigNumComputer
@@ -142,7 +142,11 @@
__latest_cancel_l2_data_dict[code] = total_datas[-1]
# 鎾ゅ崟鎴愬姛闇�瑕佺Щ闄ょ孩鍚嶅崟
- if not GreenListCodeManager().is_in_cache(code):
+ if GreenListCodeManager().is_in_cache(code):
+ GreenListCodeManager().remove_code(code)
+ if WantBuyCodesManager().is_in_cache(code):
+ WantBuyCodesManager().remove_code(code)
+ if MustBuyCodesManager().is_in_cache(code):
MustBuyCodesManager().remove_code(code)
@@ -151,7 +155,8 @@
if code not in __latest_cancel_l2_data_dict:
return True
threshold_time_space = buy_condition_util.get_cancel_and_buy_space_time(code)
- if L2DataUtil.time_sub_as_ms(buy_exec_data["val"], __latest_cancel_l2_data_dict[code]["val"]) >= threshold_time_space:
+ if L2DataUtil.time_sub_as_ms(buy_exec_data["val"],
+ __latest_cancel_l2_data_dict[code]["val"]) >= threshold_time_space:
return True
return False
--
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