From 4231dc5dba02568b70e2caa4a0fe7c6455223c5c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 10 十二月 2024 10:13:08 +0800
Subject: [PATCH] 订阅
---
trade/current_price_process_manager.py | 20 ++++++---
trade/buy_radical/radical_buy_data_manager.py | 31 ++++++++++++---
l2/huaxin/huaxin_target_codes_manager.py | 2
third_data/code_plate_key_manager.py | 1
servers/huaxin_trade_server.py | 38 +++++++------------
l2/cancel_buy_strategy.py | 20 ++++++++-
6 files changed, 71 insertions(+), 41 deletions(-)
diff --git a/l2/cancel_buy_strategy.py b/l2/cancel_buy_strategy.py
index d1d3cb1..717c977 100644
--- a/l2/cancel_buy_strategy.py
+++ b/l2/cancel_buy_strategy.py
@@ -261,8 +261,9 @@
"""
watch_indexes = self.__watch_indexes_cache.get(code)
if not watch_indexes:
- return False,None, "鏃犲ぇ鍗曠洃鍚�"
+ return False, None, "鏃犲ぇ鍗曠洃鍚�"
total_datas = local_today_datas.get(code)
+ need_compute = False
for i in range(start_index, end_index + 1):
data = total_datas[i]
val = data["val"]
@@ -276,9 +277,22 @@
if buy_index is None:
continue
if buy_index in watch_indexes:
- return True, data, f"澶у崟鎾ゅ崟({buy_index})"
- return False,None, "鏃犲ぇ鍗曟挙鍗�"
+ need_compute = True
+ break
+ if need_compute:
+ cancel_count = 0
+ cancel_data = None
+ for index in watch_indexes:
+ cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code, index,
+ total_datas,
+ local_today_canceled_buyno_map.get(
+ code))
+ if cancel_data:
+ cancel_count += 1
+ if cancel_count >= len(watch_indexes):
+ return True, cancel_data, f"澶у崟鎾ゅ崟({watch_indexes})"
+ return False, None, "鏃犲ぇ鍗曟挙鍗�"
def __clear_data(self, code):
if code in self.__watch_indexes_cache:
diff --git a/l2/huaxin/huaxin_target_codes_manager.py b/l2/huaxin/huaxin_target_codes_manager.py
index 136c45d..ce3e62d 100644
--- a/l2/huaxin/huaxin_target_codes_manager.py
+++ b/l2/huaxin/huaxin_target_codes_manager.py
@@ -14,7 +14,7 @@
from third_data import kpl_data_manager, kpl_api, history_k_data_manager
from third_data.code_plate_key_manager import RealTimeKplMarketData
from trade import current_price_process_manager
-from utils import tool, global_util, init_data_util
+from utils import tool, global_util
redisManager = redis_manager.RedisManager(4)
l2_codes_queue = queue.Queue(maxsize=1000)
diff --git a/servers/huaxin_trade_server.py b/servers/huaxin_trade_server.py
index ec24b7f..8cebfae 100644
--- a/servers/huaxin_trade_server.py
+++ b/servers/huaxin_trade_server.py
@@ -3,7 +3,6 @@
import hashlib
import json
import logging
-import multiprocessing
import queue
import random
import socket
@@ -11,7 +10,6 @@
import threading
import time
-import requests
import schedule
import constant
@@ -19,7 +17,8 @@
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
from code_attribute import gpcode_manager, code_volumn_manager, global_data_loader, zyltgb_util
from code_attribute.code_l1_data_manager import L1DataManager
-from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, GreenListCodeManager
+from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, \
+ WantBuyCodesManager
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, \
@@ -38,17 +37,17 @@
from log_module import async_log_util, log_export
from log_module.log import hx_logger_contact_debug, hx_logger_trade_callback, \
hx_logger_l2_orderdetail, hx_logger_l2_market_data, logger_l2_g_cancel, logger_debug, \
- logger_system, logger_trade, logger_local_huaxin_l1_trade_info, logger_l2_codes_subscript, logger_l2_radical_buy
+ logger_system, logger_trade, logger_l2_radical_buy
from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager
from third_data.code_plate_key_manager import KPLCodeJXBlockManager, CodePlateKeyBuyManager, RealTimeKplMarketData
from third_data.history_k_data_util import JueJinApi
from trade import l2_trade_util, \
trade_data_manager, trade_constant, buy_open_limit_up_strategy
-from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy, block_special_codes_manager
+from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy
from trade.buy_money_count_setting import BuyMoneyAndCountSetting, BuyMoneyUtil
from trade.huaxin import huaxin_trade_api as trade_api, huaxin_trade_api, huaxin_trade_data_update, \
- huaxin_trade_record_manager, huaxin_sell_util
+ huaxin_trade_record_manager
from api.outside_api_command_callback import OutsideApiCommandCallback
from trade.huaxin.huaxin_trade_record_manager import DelegateRecordManager
from trade.order_statistic import DealAndDelegateWithBuyModeDataManager
@@ -406,18 +405,6 @@
finally:
cls.__updating_jx_blocks_codes.discard(code_)
- def pull_pre_deal_big_orders(code_):
- response_data = requests.get(
- "http://127.0.0.1:9005/get_big_buy_order_list?code=" + code_)
- r_str = response_data.text
- response_data = json.loads(r_str)
- if response_data["code"] == 0:
- datas = response_data["data"]
- logger_debug.info(f"鎷夊彇鐐告澘鍓嶆垚浜ょ殑澶у崟锛歿code_}-{datas}")
- if datas:
- RadicalBigOrderThresholdManager().set_big_deal_order_list(code_, datas, gpcode_manager.get_limit_up_price_as_num(code_))
-
-
time_str = f"{data['dataTimeStamp']}"
if time_str.startswith("9"):
@@ -490,14 +477,17 @@
L2MarketSellManager().set_current_total_sell_data(code, time_str,
data["totalAskVolume"] * data["avgAskPrice"],
data["totalAskVolume"], sell_1_info, data.get("sell"))
+ # 鐐告澘
+ if sell_1_info and sell_1_info[1] > 0:
+ if RadicalBigOrderThresholdManager().is_need_update(code):
+ # 鐐告澘鏇存柊鏁版嵁
+ cls.__sell_thread_pool.submit(
+ lambda: radical_buy_data_manager.pull_pre_deal_big_orders(code))
if data["sell"] and len(data["sell"]) > 1 and data["sell"][1][1] > 0:
# 鍑虹幇鍗栦簩
radical_buy_strategy.clear_data(code, force=True)
- if RadicalBigOrderThresholdManager().is_need_update(code):
- # 鐐告澘鏇存柊鏁版嵁
- cls.__sell_thread_pool.submit(
- lambda: pull_pre_deal_big_orders(code))
+
# 璁剧疆鎵叆鏁版嵁
RadicalCodeMarketInfoManager().set_market_info(code, time_str, round(float(limit_up_price), 2), data["buy"][0],
@@ -748,7 +738,7 @@
# 鍒ゆ柇浠婃棩鎵叆鐨勪唬鐮佹暟閲忔槸鍚﹀ぇ浜庨槇鍊�
radical_buy_setting = BuyMoneyAndCountSetting().get_radical_buy_setting()
MAX_COUNT = 4 if radical_buy_setting is None else radical_buy_setting[0]
- if not GreenListCodeManager().is_in_cache(code):
+ if not WantBuyCodesManager().is_in_cache(code):
# 鍔犵豢涓嶅垽鏂澘鍧楁槸鍚︽垚浜�
if len(deal_codes) >= MAX_COUNT:
async_log_util.info(logger_l2_radical_buy, f"鎵叆鎴愪氦浠ｇ爜涓暟澶т簬{MAX_COUNT}涓細{code}-{deal_codes}")
@@ -807,7 +797,7 @@
buy_blocks_with_money = [(b, RealTimeKplMarketData.get_jx_block_in_money(b),
in_blocks.index(b) if b in in_blocks else -1) for b in buy_blocks]
if result_by_volume[0] != radical_buy_strategy.BUY_MODE_NONE:
- if not GreenListCodeManager().is_in_cache(code):
+ if not WantBuyCodesManager().is_in_cache(code):
# 鍔犵豢鐨勪笉闇�瑕佸垽鏂涓嬮棶棰�
if tool.get_now_time_as_int() < 93100:
radical_buy_data_manager.ExcludeIndexComputeCodesManager.add_code(code)
diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py
index 0c4314e..1ba3ba9 100644
--- a/third_data/code_plate_key_manager.py
+++ b/third_data/code_plate_key_manager.py
@@ -398,6 +398,7 @@
# 杩囨护鍑烘潵涓哄悓涓�涓澘鍧楀氨鍙畻1涓暟閲�
fb = BlockMapManager().filter_blocks({data[1]})
if blocks & fb:
+ blocks.add(data[1])
continue
for b in fb:
diff --git a/trade/buy_radical/radical_buy_data_manager.py b/trade/buy_radical/radical_buy_data_manager.py
index c4fbc16..5ebc05d 100644
--- a/trade/buy_radical/radical_buy_data_manager.py
+++ b/trade/buy_radical/radical_buy_data_manager.py
@@ -5,11 +5,13 @@
import logging
import time
+import requests
+
import constant
import l2_data_util
from code_attribute import code_nature_analyse, code_volumn_manager, gpcode_manager
from code_attribute.code_l1_data_manager import L1DataManager
-from code_attribute.gpcode_manager import GreenListCodeManager
+from code_attribute.gpcode_manager import WantBuyCodesManager
from db import redis_manager_delegate as redis_manager
from db.redis_manager_delegate import RedisUtils
from l2.huaxin import l2_huaxin_util
@@ -92,7 +94,7 @@
average_money = sum(limit_up_price_money_list) // len(limit_up_price_money_list)
self.set_big_order_threshold(code, average_money)
self.__already_total_deal_big_order_money[code] = total_deal_money
- async_log_util.info(logger_l2_radical_buy_data, f"涔嬪墠鐨勫ぇ鍗曪細{code}-{total_deal_money_info_list}")
+ async_log_util.info(logger_l2_radical_buy_data, f"涔嬪墠鐨勫ぇ鍗曪細{code}-{total_deal_money}-{total_deal_money_info_list}")
def get_big_order_threshold(self, code):
"""
@@ -205,8 +207,8 @@
@param total_sell_volume: 鎬诲崠閲�
@return: 鏄惁鍙互涔�, 鍘熷洜
"""
- if GreenListCodeManager().is_in_cache(code):
- return True, "宸插姞缁�"
+ if WantBuyCodesManager().is_in_cache(code):
+ return True, "宸插姞鎯�"
k_format = None
if not constant.TEST:
@@ -965,8 +967,8 @@
keys_, info = cls.get_code_blocks(code)
if not keys_:
return set(), "娌¤幏鍙栧埌鏉垮潡"
- if GreenListCodeManager().is_in_cache(code):
- return set(keys_), "宸插姞缁�"
+ if WantBuyCodesManager().is_in_cache(code):
+ return set(keys_), "宸插姞鎯�"
# 鑾峰彇绮鹃�夊噣娴佸叆
jx_in_blocks = RealTimeKplMarketData.get_top_market_jingxuan_blocks()
@@ -1355,5 +1357,22 @@
return round(0 - 0.44 * fvolume_rate + 0.722, 3)
+def pull_pre_deal_big_orders(code_):
+ """
+ 鎷夊彇璁㈤槄涔嬪墠鎴愪氦鐨勫ぇ鍗�
+ @param code_:
+ @return:
+ """
+ response_data = requests.get(
+ "http://127.0.0.1:9005/get_big_buy_order_list?code=" + code_)
+ r_str = response_data.text
+ response_data = json.loads(r_str)
+ if response_data["code"] == 0:
+ datas = response_data["data"]
+ if datas:
+ RadicalBigOrderThresholdManager().set_big_deal_order_list(code_, datas,
+ gpcode_manager.get_limit_up_price_as_num(code_))
+
+
if __name__ == '__main__':
pass
diff --git a/trade/current_price_process_manager.py b/trade/current_price_process_manager.py
index a9c32a3..7653318 100644
--- a/trade/current_price_process_manager.py
+++ b/trade/current_price_process_manager.py
@@ -11,15 +11,19 @@
import constant
from code_attribute import gpcode_manager
from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager, LimitUpDataConstant
+from trade.buy_radical import radical_buy_data_manager
from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, RadicalBuyDataManager
from utils import tool, import_util
from trade import trade_manager, l2_trade_util, trade_constant
from trade.trade_data_manager import CodeActualPriceProcessor, RadicalBuyDealCodesManager
+import concurrent.futures
trade_gui = import_util.import_lib("trade.trade_gui")
__actualPriceProcessor = CodeActualPriceProcessor()
+
+__pre_big_order_deal_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10)
latest_add_codes = set()
@@ -179,17 +183,19 @@
# 鏄惁鍜屼笂娆′竴鏍�
try:
add_code_set = set(add_code_list)
- # global latest_add_codes
- # if not latest_add_codes:
- # latest_add_codes = set()
+ global latest_add_codes
+ if not latest_add_codes:
+ latest_add_codes = set()
# # 鍒ゆ柇璁剧疆鐨勪唬鐮佹槸鍚︾浉鍚�
# dif1 = latest_add_codes - add_code_set
- # dif2 = add_code_set - latest_add_codes
- # if dif1 or dif2:
+ dif2 = add_code_set - latest_add_codes
+ if dif2:
+ # 鏂板鍔犵殑璁㈤槄闇�瑕佹媺鍙栦箣鍓嶇殑澶у崟
+ for c in dif2:
+ __pre_big_order_deal_thread_pool.submit(radical_buy_data_manager.pull_pre_deal_big_orders, c)
if True:
- global latest_add_codes
async_log_util.info(logger_l2_codes_subscript,
- f"({request_id})棰勫鐞嗘柊澧炶闃呬唬鐮侊細{add_code_set - latest_add_codes}")
+ f"({request_id})棰勫鐞嗘柊澧炶闃呬唬鐮侊細{dif2}")
latest_add_codes = add_code_set
add_datas = []
for d in add_code_list:
--
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