From 365491c1fcf523994035e4bd28d8b5872dd6ec98 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期四, 31 七月 2025 14:47:48 +0800 Subject: [PATCH] 除权采用掘金更新K线 --- api/outside_api_command_callback.py | 190 ++++++++++++++++++++++++++++++++++++++++++++++- 1 files changed, 184 insertions(+), 6 deletions(-) diff --git a/api/outside_api_command_callback.py b/api/outside_api_command_callback.py index 2947365..9a5cff6 100644 --- a/api/outside_api_command_callback.py +++ b/api/outside_api_command_callback.py @@ -1034,6 +1034,167 @@ result = {"code": 0, "data": {"account_available_money": account_available_money, "delegates": fdatas}} self.send_response(result, client_id, request_id) + elif ctype == "get_delegated_buy_code_infos_v2": + 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() + fdatas = [] + if current_delegates: + codes_set = set() + for c in current_delegates: + _start_time = time.time() + try: + if int(c["direction"]) != huaxin_util.TORA_TSTP_D_Buy: + continue + code = c["securityID"] + if code in codes_set: + continue + orderSysID = c.get("orderSysID") + codes_set.add(code) + code_name = gpcode_manager.get_code_name(code) + # 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: + 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 + + # 鑾峰彇鍓╀笅鐨勭瑪鏁� + total_left_count = 0 + total_left_num = 0 + for i in range(trade_index + 1, place_order_index): + data = total_datas[i] + val = data["val"] + if not L2DataUtil.is_limit_up_price_buy(val): + continue + if val["num"] * float(val["price"]) < 5000: + continue + left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2( + code, + i, + total_datas, + l2_data_util.local_today_canceled_buyno_map.get( + code)) + if left_count > 0: + total_left_count += left_count + total_left_num += val["num"] * left_count + # 鑾峰彇姝e湪鎴愪氦 + dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code) + if dealing_info: + if str(total_datas[trade_index]["val"]["orderNo"]) == str(dealing_info[0]): + total_left_num += (total_datas[trade_index]["val"]["num"] - dealing_info[1] // 100) + limit_up_price = gpcode_manager.get_limit_up_price_as_num(code) + buy1_money = Buy1PriceManager().get_latest_buy1_money(code) + if buy1_money is None: + buy1_money = 1 + real_place_order_after_count = 0 + real_place_order_after_num = 0 + is_ge_code = tool.is_ge_code(code) + # 缁熻鐪熷疄涓嬪崟浣嶇疆鍚庨潰鏈挙鐨勯噾棰� + for i in range(place_order_index, total_datas[-1]["index"]): + val = total_datas[i]["val"] + if not L2DataUtil.is_limit_up_price_buy(val): + continue + # 鏄笉鏄ぇ鍗� + if not l2_data_util_old.is_big_money(val, is_ge_code): + continue + + canceled_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2( + code, + i, + total_datas, + l2_data_util.local_today_canceled_buyno_map.get( + code)) + if not canceled_data: + real_place_order_after_count += 1 + real_place_order_after_num += val["num"] + + # 鏄惁闇�瑕佹敞鎰� + need_pay_attention = (total_left_count <= 10 or total_left_num * float( + limit_up_price) * 100 < 1500 * 10000) and ( + real_place_order_after_count <= 10 or real_place_order_after_num * limit_up_price * 100 < 1500 * 10000) + # L鎾ゆ瘮渚� + l_down_cancel_rate, must_buy, cancel_rate_info = LCancelRateManager.get_cancel_rate(code, + buy_mode=OrderBeginPosInfo.MODE_RADICAL) + + fdata = {"id": orderSysID, "code_info": (code, code_name), + "buy1_money": output_util.money_desc(buy1_money), + "left_count": total_left_count, + "left_money": output_util.money_desc(total_left_num * float(limit_up_price) * 100), + "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": limit_up_price, + "block": '', + "trade_queue": [], + "l_down_cancel_rate": l_down_cancel_rate, + "l_down_cancel_rate_info": cancel_rate_info, + } + limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code) + # 鑾峰彇褰撳墠鏉垮潡 + try: + 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 + if limit_up_data: + fdata['limit_up_time'] = tool.to_time_str(limit_up_data[2]) + + # 鑾峰彇濮旀墭闃熷垪 + try: + real_place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code) + if real_place_order_index is not None: + trade_queue = l2_output_util.get_trade_queue_at_near_place_order(code, + real_place_order_index, + 9) + fdata['trade_queue'] = trade_queue + # 鑷敱娴侀�氳偂鏈� + zyltgb = global_util.zyltgb_map.get(code) + if zyltgb is not None: + fdata['zyltgb'] = output_util.money_desc(zyltgb) + except: + pass + # L鍚庡泭鎷揩鐓� + try: + __start_time = time.time() + current_info = LCancelBigNumComputer().statistic_l_down_watch_indexes_info(code) + fdata['l_down_watch_indexes_info'] = {} + if current_info: + fdata['l_down_watch_indexes_info']['current'] = current_info + use_time = time.time() - __start_time + if use_time > 0.05: + async_log_util.info(logger_debug, f"缁熻瀹炴挙鐢ㄦ椂锛歿code} - {use_time}") + except Exception as e: + logger_debug.exception(e) + fdatas.append(fdata) + except Exception as e: + logger_debug.exception(e) + finally: + use_time = time.time() - _start_time + if use_time > 0.1: + async_log_util.info(logger_debug, f"濮旀墭淇℃伅缁熻鑰楁椂锛歿c['securityID']}-{use_time}") + result = {"code": 0, "data": {"account_available_money": account_available_money, "delegates": fdatas}} + self.send_response(result, client_id, request_id) elif ctype == "set_real_place_order_index": # 璁剧疆鐪熷疄涓嬪崟浣嶇疆 code = data["code"] @@ -1395,13 +1556,13 @@ request_id) return rate = round(rate, 2) - old_rate = LCancelRateManager().get_cancel_rate(0)[0] + old_rate = LCancelRateManager().get_cancel_rate(code)[0] CancelRateHumanSettingManager().set_l_down(code, rate) # L鍚庨噸鏂板泭鎷� - if rate < old_rate: - # 鏀瑰皬鎵嶈兘閲嶆柊鍥婃嫭 - trade_record_log_util.add_common_msg(code, "L鍚庨噸鏂板泭鎷�", msg=f"淇敼鎾ゅ崟姣斾緥: {old_rate}->{rate}") - LCancelBigNumComputer().re_compute_l_down_watch_indexes(code, is_force=True) + # if rate < old_rate: + # 鏀瑰皬鎵嶈兘閲嶆柊鍥婃嫭 + trade_record_log_util.add_common_msg(code, "L鍚庨噸鏂板泭鎷�", msg=f"淇敼鎾ゅ崟姣斾緥: {old_rate}->{rate}") + LCancelBigNumComputer().re_compute_l_down_watch_indexes(code, is_force=True) self.send_response({"code": 0, "data": {}}, client_id, @@ -1438,7 +1599,24 @@ self.send_response({"code": 0, "data": {}}, client_id, request_id) - + elif ctype == "set_code_today_ex_rights": + # 浠g爜浠婃棩闄ゆ潈锛岄渶瑕佹洿鏂癒绾� + code = data.get("code") + volumes_data = history_k_data_manager.update_history_k_bars_of_code(code, force=True, juejin=True) + if not volumes_data: + result = {"code": 1, "msg": "鎷夊彇K绾垮け璐�"} + else: + # 鏇存柊鏄ㄦ棩鏀剁洏浠锋暟鎹� + CodePrePriceManager.set_price_pre(code, volumes_data[0]['close'], force=True) + gpcode_manager.clear_limit_up_price_cache(code) + limit_up_price = gpcode_manager.get_limit_up_price_as_num(code) + # 鏇存柊K绾跨壒寰佹暟鎹� + k_format = code_nature_analyse.get_k_format(code, limit_up_price, volumes_data) + code_nature_analyse.CodeNatureRecordManager().save_k_format(code, k_format) + result = {"code": 0, "msg": "璁剧疆鎴愬姛"} + self.send_response(result, + client_id, + request_id) except Exception as e: logging.exception(e) logger_debug.exception(e) -- Gitblit v1.8.0