From 3cfa1332c0807a74b4ac5a2150500841f5299147 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 08 三月 2023 22:54:09 +0800
Subject: [PATCH] 首板加入，安全笔数与H撤笔数优化
---
server.py | 159 +++++++++++++++++++++++++++++++++++++++++++++++-----
1 files changed, 142 insertions(+), 17 deletions(-)
diff --git a/server.py b/server.py
index aad4ae7..df38144 100644
--- a/server.py
+++ b/server.py
@@ -16,6 +16,7 @@
import data_process
import global_data_loader
import global_util
+import gpcode_first_screen_manager
import gpcode_manager
import authority
import juejin
@@ -27,13 +28,13 @@
import ths_industry_util
import ths_util
import tool
-from trade import trade_gui, trade_data_manager, trade_manager
+from trade import trade_gui, trade_data_manager, trade_manager, l2_trade_util
import l2_code_operate
from code_data_util import ZYLTGBUtil
import l2.transaction_progress
from log import logger_l2_error, logger_device, logger_trade_delegate, logger_buy_1_volumn_record, \
- logger_l2_trade_queue, logger_l2_latest_data, logger_l2_trade_buy_queue
+ logger_l2_trade_queue, logger_l2_latest_data, logger_l2_trade_buy_queue, logger_first_code_record
from trade.trade_queue_manager import THSBuy1VolumnManager, Buy1PriceManager, thsl2tradequeuemanager
@@ -46,6 +47,9 @@
# 濡傛灉浣跨敤寮傛鐨勫舰寮忓垯闇�瑕佸啀閲嶅啓ThreadingTCPServer
class MyThreadingTCPServer(socketserver.ThreadingMixIn, MyTCPServer): pass
+
+
+# 棣栨澘tick绾ф暟鎹�
class MyBaseRequestHandle(socketserver.BaseRequestHandler):
@@ -61,6 +65,7 @@
l2_trade_buy_queue_dict = {}
tradeBuyQueue = l2.transaction_progress.TradeBuyQueue()
last_time = {}
+ first_tick_datas = []
def setup(self):
super().setup() # 鍙互涓嶈皟鐢ㄧ埗绫荤殑setup()鏂规硶锛岀埗绫荤殑setup鏂规硶浠�涔堥兘娌″仛
@@ -104,10 +109,11 @@
day, client, channel, code, capture_time, process_time, datas, origin_datas = l2.l2_data_util.parseL2Data(
_str)
l2_log.threadIds[code] = random.randint(0, 100000)
+
if channel == 0:
now_time = round(time.time() * 1000)
if self.last_time.get(channel) is not None:
- #print("鎺ュ彈鍒癓2鐨勬暟鎹�", channel, now_time - self.last_time.get(channel), "瑙ｆ瀽鑰楁椂",now_time - origin_start_time)
+ # print("鎺ュ彈鍒癓2鐨勬暟鎹�", channel, now_time - self.last_time.get(channel), "瑙ｆ瀽鑰楁椂",now_time - origin_start_time)
pass
self.last_time[channel] = now_time
@@ -179,6 +185,7 @@
True)
except Exception as e:
logger_l2_error.exception(e)
+
elif type == 1:
# 璁剧疆鑲＄エ浠ｇ爜
data_list, is_add = data_process.parseGPCode(_str)
@@ -222,6 +229,101 @@
# 鑾峰彇鏄惁鏈夋定鍋滄椂闂�
# if limit_up_time_manager.get_limit_up_time(d["code"]) is None:
# limit_up_time_manager.save_limit_up_time(d["code"], d["time"])
+ elif type == 22:
+ try:
+ if int(tool.get_now_time_str().replace(":", "")) < int("092600"):
+ raise Exception('鏈埌鎺ュ彈鏃堕棿')
+ # 棣栨澘浠ｇ爜
+ dataList, is_add = data_process.parseGPCode(_str)
+ # {'code': '605300', 'limitUpPercent': '0009.99', 'price': '0020.14', 'time': '10:44:00', 'volume': '44529', 'volumeUnit': 2, 'zyltMoney': '0011.60', 'zyltMoneyUnit': 0}
+ limit_up_price_dict = {}
+ temp_codes = []
+ codes = []
+ tick_datas = []
+ if dataList:
+ for data in dataList:
+ code = data["code"]
+ codes.append(code)
+ limit_up_price = gpcode_manager.get_limit_up_price(code)
+ if limit_up_price is not None:
+ limit_up_price_dict[code] = limit_up_price
+ else:
+ temp_codes.append(code)
+ # data["price"]
+ tick_datas.append({"code": code, "price": data["price"], "volumn": data["volume"],
+ "volumnUnit": data["volumeUnit"]})
+ # 淇濆瓨鏈瓫閫夌殑棣栨澘浠ｇ爜
+ new_add_codes = gpcode_first_screen_manager.set_target_no_screen_codes(codes)
+ for code in new_add_codes:
+ if (not l2_trade_util.is_in_forbidden_trade_codes(code)) and juejin.JueJinManager.get_lowest_price_rate(code, 15) >= 0.3:
+ l2_trade_util.forbidden_trade(code)
+
+ if new_add_codes:
+ gpcode_manager.set_first_gp_codes_with_data(juejin.JueJinManager.get_gp_latest_info(codes))
+ # 鍔犲叆棣栨澘鍘嗗彶璁板綍
+ gpcode_manager.FirstCodeManager.add_record(new_add_codes)
+ logger_first_code_record.info("鏂板棣栨澘锛歿}",new_add_codes)
+ # 鑾峰彇60澶╂渶澶ц褰�
+ for code in new_add_codes:
+ if code not in global_util.max60_volumn or global_util.max60_volumn.get(code) is None:
+ volumes = juejin.get_volumn(code)
+ code_volumn_manager.set_histry_volumn(code,volumes[0],volumes[1])
+
+ if temp_codes:
+ # 鑾峰彇娑ㄥ仠浠�
+ juejin.re_set_price_pres(temp_codes)
+ # 閲嶆柊鑾峰彇娑ㄥ仠浠�
+ for code in temp_codes:
+ limit_up_price = gpcode_manager.get_limit_up_price(code)
+ if limit_up_price is not None:
+ limit_up_price_dict[code] = limit_up_price
+ # 淇濆瓨鑷敱娴侀�氳偂鏈�
+ zyltgb_list = []
+ for data in dataList:
+ code = data["code"]
+ if code in global_util.zyltgb_map:
+ continue
+ zyltgb_list.append(
+ {"code": code, "zyltgb": data["zyltMoney"], "zyltgb_unit": data["zyltMoneyUnit"]})
+ if zyltgb_list:
+ ZYLTGBUtil.save_list(zyltgb_list)
+ global_data_loader.load_zyltgb()
+
+ # 淇濆瓨鐜颁环
+ self.first_tick_datas.clear()
+ self.first_tick_datas.extend(tick_datas)
+
+ # 棣栨澘鏁版嵁鍔犲伐
+ prices = []
+ for data in dataList:
+ code = data["code"]
+ price = data["price"]
+ limit_up_time = data["time"]
+ if limit_up_time == "00:00:00":
+ limit_up_time = None
+ if code not in limit_up_price_dict:
+ continue
+ is_limit_up = abs(float(limit_up_price_dict[code]) - float(price)) < 0.01
+ # 绾犳鏁版嵁
+ if is_limit_up and limit_up_time is None:
+ limit_up_time = tool.get_now_time_str()
+ pricePre = gpcode_manager.get_price_pre(code)
+ rate = round((float(price) - pricePre) * 100 / pricePre, 1)
+ prices.append(
+ {"code": code, "time": limit_up_time, "rate": rate,
+ "limit_up": is_limit_up})
+ if code in new_add_codes:
+ if is_limit_up:
+ place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(
+ code)
+ if place_order_count == 0:
+ trade_data_manager.placeordercountmanager.place_order(code)
+ # 鍔犲叆棣栨澘娑ㄥ仠
+ gpcode_manager.FirstCodeManager.add_limited_up_record([code])
+
+ gpcode_first_screen_manager.process_ticks(prices)
+ except Exception as e:
+ pass
elif type == 3:
# 浜ゆ槗鎴愬姛淇℃伅
@@ -277,7 +379,17 @@
elif type == 4:
# 琛屼笟浠ｇ爜淇℃伅
dataList = data_process.parseList(_str)
- ths_industry_util.save_industry_code(dataList)
+ codes = []
+ for datas in dataList:
+ for d in datas:
+ name = ths_industry_util.get_name_by_code(d['code'])
+ if not name or name == 'None':
+ codes.append(d["code"])
+ # 鏍规嵁浠ｇ爜鑾峰彇浠ｇ爜鍚嶇О
+ codes_name = {}
+ if codes:
+ codes_name = juejin.JueJinManager.get_gp_codes_names(codes)
+ ths_industry_util.save_industry_code(dataList, codes_name)
elif type == 6:
# 鍙敤閲戦
datas = data_process.parseData(_str)
@@ -313,13 +425,17 @@
code)
if buy_exec_index:
try:
- exec_time = l2.l2_data_util.local_today_datas.get(code)[buy_exec_index]["val"]["time"]
+ exec_time = l2.l2_data_util.local_today_datas.get(code)[buy_exec_index]["val"][
+ "time"]
except:
pass
- buy_progress_index = self.tradeBuyQueue.compute_traded_index(code, buy_one_price_, buy_queue_result_list,exec_time)
+ buy_progress_index = self.tradeBuyQueue.compute_traded_index(code, buy_one_price_,
+ buy_queue_result_list,
+ exec_time)
if buy_progress_index is not None:
- HourCancelBigNumComputer.set_trade_progress(code,buy_time,buy_exec_index, buy_progress_index,
+ HourCancelBigNumComputer.set_trade_progress(code, buy_time, buy_exec_index,
+ buy_progress_index,
l2.l2_data_util.local_today_datas.get(
code),
l2.l2_data_util.local_today_num_operate_map.get(
@@ -348,8 +464,8 @@
need_sync, need_cancel, cancel_msg = self.buy1_volumn_manager.save(code, buy_time,
int(buy_one_volumn),
buy_one_price)
- if need_cancel:
- l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg, "trade_queue")
+ #if need_cancel:
+ # l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg, "trade_queue")
if need_sync:
# 鍚屾鏁版嵁
L2LimitUpMoneyStatisticUtil.verify_num(code, int(buy_one_volumn), buy_time)
@@ -367,14 +483,17 @@
return_str = data_process.toJson({"code": 1, "msg": str(e)})
# 鐜颁环鏇存柊
elif type == 40:
- data = data_process.parse(_str)["data"]
- if data is not None:
- print("鐜颁环鏁伴噺", len(data))
- for item in data:
+ datas = data_process.parse(_str)["data"]
+ # 鑾峰彇鏆傚瓨鐨勪簩鐗堢幇浠锋暟鎹�
+ if datas and self.first_tick_datas:
+ datas.extend(self.first_tick_datas)
+ if datas is not None:
+ print("鐜颁环鏁伴噺", len(datas))
+ for item in datas:
volumn = item["volumn"]
volumnUnit = item["volumnUnit"]
code_volumn_manager.save_today_volumn(item["code"], volumn, volumnUnit)
- juejin.accept_prices(data)
+ juejin.accept_prices(datas)
elif type == 50:
data = data_process.parse(_str)["data"]
if data is not None:
@@ -400,8 +519,8 @@
# 淇濆瓨鏁版嵁
need_sync, need_cancel, cancel_msg = self.buy1_volumn_manager.save(code, time_, volumn,
price)
- if need_cancel:
- l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg, "trade_queue")
+ #if need_cancel:
+ # l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg, "trade_queue")
if need_sync:
# 鍚屾鏁版嵁
L2LimitUpMoneyStatisticUtil.verify_num(code, volumn, time_)
@@ -453,6 +572,12 @@
else:
return_json = {"code": 0, "msg": "寮�鍚湪绾跨姸鎬�"}
return_str = json.dumps(return_json)
+ elif type == 201:
+ data = json.loads(_str)
+ codes = data["data"]["codes"]
+ for code in codes:
+ l2_trade_util.forbidden_trade(code)
+ return_str = json.dumps({"code": 0})
sk.send(return_str.encode())
@@ -515,7 +640,7 @@
# 鍚屾鐩爣鏍囩殑鍒板悓鑺遍『
def sync_target_codes_to_ths():
- codes = gpcode_manager.get_gp_list()
+ codes = gpcode_manager.get_second_gp_list()
code_list = []
for code in codes:
code_list.append(code)
--
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