From 7eb1a8ed1a007d80de41d131071ee38f5872700c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 07 二月 2025 14:26:37 +0800
Subject: [PATCH] 辨识度票策略修改/恢复P撤/上传订阅涨幅
---
trade/buy_radical/radical_buy_data_manager.py | 6 +
third_data/kpl_limit_up_data_manager.py | 7 +
l2/l2_transaction_data_processor.py | 2
utils/middle_api_protocol.py | 5 +
trade/trade_constant.py | 3 +
servers/huaxin_trade_server.py | 40 ++-----------
l2/code_price_manager.py | 36 +++++++++++
trade/buy_radical/block_special_codes_manager.py | 53 ++++++++++++++++-
l2/l2_data_manager_new.py | 12 ++--
9 files changed, 114 insertions(+), 50 deletions(-)
diff --git a/l2/code_price_manager.py b/l2/code_price_manager.py
index 0f00fbe..df76595 100644
--- a/l2/code_price_manager.py
+++ b/l2/code_price_manager.py
@@ -2,8 +2,12 @@
浠ｇ爜浠锋牸绠＄悊
"""
import json
+import threading
+import time
+
+from code_attribute.gpcode_manager import CodePrePriceManager
from db.redis_manager_delegate import RedisUtils
-from utils import tool
+from utils import tool, middle_api_protocol
from db import redis_manager_delegate as redis_manager
from log_module.log import logger_trade_queue_price_info
@@ -73,7 +77,6 @@
(limit_up_time, open_limit_up_time))
RedisUtils.setex_async(self.__db, f"buy1_price_limit_up_info-{code}", tool.get_expire(),
json.dumps((limit_up_time, open_limit_up_time)))
-
def __get_buy1_price_limit_up_info_cache(self, code):
cache_result = tool.CodeDataCacheUtil.get_cache(self.__buy1_price_limit_up_info_cache, code)
@@ -200,5 +203,34 @@
return self.__latest_3m_buy1_money_list_dict.get(code)
+class CurrentPriceManager:
+ """
+ 鐜颁环绠＄悊
+ """
+ # 浠ｇ爜娑ㄥ箙鏁版嵁
+ __current_rate_dict = {}
+ # 鏈�杩戜笂浼犳椂闂�
+ __latest_upload_time = 0
+
+ @classmethod
+ def set_current_price(cls, code, price):
+ """
+ 璁剧疆鐜颁环
+ @param code:
+ @param price:
+ @return:
+ """
+ pre_close_price = CodePrePriceManager.get_price_pre_cache(code)
+ if pre_close_price:
+ rate = round((price - pre_close_price) * 100 / pre_close_price, 2)
+ cls.__current_rate_dict[code] = rate
+ # 鍒ゆ柇鏄惁瑕佷笂浼�
+ if time.time() - cls.__latest_upload_time >= 3:
+ # 闂撮殧3s涓婁紶
+ cls.__latest_upload_time = time.time()
+ threading.Thread(target=lambda: middle_api_protocol.request(
+ middle_api_protocol.load_l2_subscript_codes_rate(cls.__current_rate_dict)), daemon=True).start()
+
+
if __name__ == "__main__":
print(Buy1PriceManager().get_limit_up_info("002777"))
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 594b9a4..15c035a 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -816,11 +816,11 @@
average_rate = cls.__Buy1PriceManager.get_average_rate(code)
if average_rate :
if tool.is_ge_code(code):
- if average_rate <= 0.07:
- return False, True, f"鍧囦环娑ㄥ箙({average_rate})灏忎簬7%", True
+ if average_rate <= 0.1:
+ return False, True, f"鍧囦环娑ㄥ箙({average_rate})灏忎簬10%", True
else:
- if average_rate <= 0.03:
- return False, True, f"鍧囦环娑ㄥ箙({average_rate})灏忎簬3%", True
+ if average_rate <= 0.05:
+ return False, True, f"鍧囦环娑ㄥ箙({average_rate})灏忎簬5%", True
return True, False, f"", False
@classmethod
@@ -1307,13 +1307,13 @@
# 鏄惁鏄氦鏄撻槦鍒楄Е鍙�
# 鎵叆涓嬪崟鍙湁L鎾よ兘鎾ゅ崟
if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL and cancel_type not in {
- trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_RD}:
+ trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_RD, trade_constant.CANCEL_TYPE_P}:
l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", "鎵叆涓嬪崟涓嶆槸L鎾�")
return False
# 鍔犵豢鍙湁L鎾�/浜烘挙鐢熸晥
if gpcode_manager.GreenListCodeManager().is_in_cache(code):
if cancel_type not in {trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_L_UP,
- trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_RD}:
+ trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_RD, trade_constant.CANCEL_TYPE_P}:
l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", "鍔犵豢涓嶆槸L鎾�")
return False
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 3bb47fb..fd6f162 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -163,7 +163,7 @@
if not need_cancel:
need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
order_begin_pos)
- cancel_type = trade_constant.CANCEL_TYPE_F
+ cancel_type = trade_constant.CANCEL_TYPE_P
# 鍒ゆ柇鏃堕棿鏄惁涓庢湰鍦版椂闂寸浉宸�5s浠ヤ笂
if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) > 10:
now_seconds = int(tool.get_now_time_str().replace(":", ""))
diff --git a/servers/huaxin_trade_server.py b/servers/huaxin_trade_server.py
index 60a844e..373af9c 100644
--- a/servers/huaxin_trade_server.py
+++ b/servers/huaxin_trade_server.py
@@ -392,41 +392,15 @@
@classmethod
def l2_market_data(cls, code, data):
-
- def update_kpl_jx_block(code_, buy_1_price_, limit_up_price_):
- # ----------------------------------鏉垮潡鐩稿叧------------------------------
- try:
- if code_ in cls.__updating_jx_blocks_codes:
- return
- cls.__updating_jx_blocks_codes.add(code_)
- cls.__KPLCodeJXBlockManager.load_jx_blocks(code_, buy_1_price_, limit_up_price_,
- kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reasons())
- # 鏇存柊鏉垮潡淇℃伅
- latest_current_limit_up_records = kpl_data_manager.get_latest_current_limit_up_records()
-
- codes_delegate = set(CodesTradeStateManager().get_codes_by_trade_states_cache(
- {trade_constant.TRADE_STATE_BUY_DELEGATED, trade_constant.TRADE_STATE_BUY_PLACE_ORDER}))
- codes_success = set(CodesTradeStateManager().get_codes_by_trade_states_cache(
- {trade_constant.TRADE_STATE_BUY_SUCCESS}))
-
- CodePlateKeyBuyManager.update_can_buy_blocks(code_,
- kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
- kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
- latest_current_limit_up_records,
- block_info.get_before_blocks_dict(),
- kpl_data_manager.KPLLimitUpDataRecordManager.get_current_limit_up_reason_codes_dict(),
- codes_delegate, codes_success)
- finally:
- cls.__updating_jx_blocks_codes.discard(code_)
-
time_str = f"{data['dataTimeStamp']}"
- if time_str.startswith("9"):
- time_str = "0" + time_str
- time_str = time_str[:6]
- time_str = f"{time_str[0:2]}:{time_str[2:4]}:{time_str[4:6]}"
+ time_str = l2_huaxin_util.convert_time(time_str)
buy_1_price, buy_1_volume = data["buy"][0]
sell_1_price, sell_1_volume = data["sell"][0]
limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
+ # 娑ㄥ箙
+ price = data['lastPrice']
+
+ code_price_manager.CurrentPriceManager.set_current_price(code, price)
code_price_manager.Buy1PriceManager().set_latest_buy1_money(code, buy_1_price, buy_1_volume)
@@ -443,11 +417,11 @@
except Exception as e:
logger_debug.exception(e)
- if limit_up_price is not None:
+ pre_close_price = CodePrePriceManager.get_price_pre_cache(code)
+ if pre_close_price is not None:
average_rate = None
try:
average_price = data["totalValueTrade"] / data["totalVolumeTrade"]
- pre_close_price = CodePrePriceManager.get_price_pre_cache(code)
average_rate = round((average_price - pre_close_price) / pre_close_price, 4)
except:
pass
diff --git a/third_data/kpl_limit_up_data_manager.py b/third_data/kpl_limit_up_data_manager.py
index d106874..fef51f5 100644
--- a/third_data/kpl_limit_up_data_manager.py
+++ b/third_data/kpl_limit_up_data_manager.py
@@ -330,5 +330,8 @@
if __name__ == "__main__":
- datas = LatestLimitUpBlockManager().statistics_limit_up_block_infos()
- print(datas)
\ No newline at end of file
+ # datas = LatestLimitUpBlockManager().statistics_limit_up_block_infos()
+ # print(datas)
+ code = "600126"
+ blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
+ print(blocks)
\ No newline at end of file
diff --git a/trade/buy_radical/block_special_codes_manager.py b/trade/buy_radical/block_special_codes_manager.py
index e413b7a..4b930ed 100644
--- a/trade/buy_radical/block_special_codes_manager.py
+++ b/trade/buy_radical/block_special_codes_manager.py
@@ -59,6 +59,11 @@
f"SELECT r.`_hot_block_name`, r.`_code`, COUNT(*) FROM kpl_limit_up_record r WHERE r.`_day`>'{min_day}' and r.`_day`<'{max_day}' and r._code not like '68%' group by r.`_hot_block_name`, r.`_code`")
return results
+ def __list_code_blocks(self, min_day, max_day):
+ results = self.__mysql.select_all(
+ f"SELECT r.`_hot_block_name`, r.`_code`, r.`_day` FROM kpl_limit_up_record r WHERE r.`_day`>'{min_day}' and r.`_day`<'{max_day}' and r._code not like '68%'")
+ return results
+
def __get_limit_up_info(self, min_day):
sql = f"SELECT r.`_code`, COUNT(r.`_code`),r.`_code_name`,IF( r.`_zylt_val` is null, 1, r.`_zylt_val`/100000000 ) FROM (SELECT * FROM kpl_limit_up_record r ORDER BY r.`_create_time` DESC) r WHERE r.`_day`>'{min_day}' GROUP BY r.`_code`"
results = self.__mysql.select_all(sql)
@@ -122,13 +127,46 @@
鑾峰彇鏉垮潡鏈夎鲸璇嗗害鐨勪唬鐮�
@return:
"""
- trading_dates = HistoryKDatasUtils.get_latest_trading_date(8)
- max_day = trading_dates[-1]
+ trading_dates = HistoryKDatasUtils.get_latest_trading_date(9)
+ max_day = trading_dates[0]
min_day = tool.date_sub(max_day, 180)
block_map = self.__get_block_map()
- # [(鏉垮潡鍚嶇О,浠ｇ爜, 鍦ㄦ澘鍧椾腑鐨勬定鍋滄鏁�)]
- code_block_infos = self.__get_code_blocks(min_day, max_day)
+ # 缁熻鏈�杩�180澶╂定鍋滄暟鎹�
+ # [(鏉垮潡鍚嶇О,浠ｇ爜, 鏃ユ湡)]
+ code_block_infos = self.__list_code_blocks(min_day, max_day)
+
+ # 缁熻鏈�杩�8澶╃殑娑ㄥ仠鏁版嵁
+ min_day = trading_dates[-1]
+ code_block_infos_8 = self.__get_code_blocks(min_day, max_day)
+ # 缁熻娑ㄥ仠娆℃暟澶т簬3娆＄殑娑ㄥ仠浠ｇ爜
+ # 鏍煎紡锛歿"浠ｇ爜":娑ㄥ仠娆℃暟}
+ count_dict = {}
+ filter_codes = set()
+ for d in code_block_infos_8:
+ if d[1] not in count_dict:
+ count_dict[d[1]] = 0
+ count_dict[d[1]] += d[2]
+ if count_dict[d[1]] > 3:
+ filter_codes.add(d[1])
+ count_dict.clear()
+ code_block_infos_8.clear()
+
+ # 鍒犻櫎鏁版嵁
+ temp_data_dict = {}
+ for d in code_block_infos:
+ if d[1] in filter_codes and int(d[2].replace("-", "")) > int(min_day.replace("-", "")):
+ # 闇�瑕佽繃婊や笖鏈�杩�8澶╂定鍋�
+ continue
+ block, code = d[0], d[1]
+ k = f"{block}#{code}"
+ if k not in temp_data_dict:
+ temp_data_dict[k] = [block, code, 0]
+ temp_data_dict[k][2] += 1
+ code_block_infos = [temp_data_dict[k] for k in temp_data_dict]
+
+ min_day = tool.date_sub(max_day, 180)
+
code_block_dict = {} # {"浠ｇ爜":{"鏉垮潡": 娑ㄥ仠娆℃暟}}
for b in code_block_infos:
if b[1] not in code_block_dict:
@@ -139,7 +177,11 @@
for bb in bs:
if bb not in code_block_dict[b[1]]:
code_block_dict[b[1]][bb] = 0
- code_block_dict[b[1]][bb] += b[2]
+ if tool.is_ge_code(b[1]):
+ # 鍒涗笟鏉�1娆℃定鍋滅畻2娆℃定鍋�
+ code_block_dict[b[1]][bb] += b[2] * 2
+ else:
+ code_block_dict[b[1]][bb] += b[2]
block_codes_dict = {} # {"鏉垮潡":[锛堜唬鐮�,娑ㄥ仠娆℃暟锛塢}
for code in code_block_dict:
for b in code_block_dict[code]:
@@ -214,4 +256,5 @@
if __name__ == "__main__":
# print(datas)
datas = AnalysisBlockSpecialCodesManager().get_block_special_codes()
+ print(datas)
# print(BlockSpecialCodesManager().get_code_blocks("002582"))
diff --git a/trade/buy_radical/radical_buy_data_manager.py b/trade/buy_radical/radical_buy_data_manager.py
index a384de8..e32d16b 100644
--- a/trade/buy_radical/radical_buy_data_manager.py
+++ b/trade/buy_radical/radical_buy_data_manager.py
@@ -295,7 +295,11 @@
return
money_list = [x[0] for x in fmoney_list]
money_list = money_list[:2]
- # 璁＄畻澶у崟: 鍓�2涓ぇ鍗曠殑鍧囧��
+ # 璁＄畻澶у崟: 鍓�2涓ぇ鍗�+涓囨墜鐨勫潎鍊�
+ # if tool.is_ge_code(code):
+ # money_list.append(gpcode_manager.get_limit_up_price_as_num(code) * 300000)
+ # else:
+ # money_list.append(gpcode_manager.get_limit_up_price_as_num(code) * 1000000)
self.__temp_big_order_threshold[code] = (
int(sum(money_list) // len(money_list)), time.time() + 10, len(money_list) < 2)
async_log_util.info(logger_l2_radical_buy_data,
diff --git a/trade/trade_constant.py b/trade/trade_constant.py
index 3ad9173..3a3c25b 100644
--- a/trade/trade_constant.py
+++ b/trade/trade_constant.py
@@ -51,3 +51,6 @@
# RD鎾�
CANCEL_TYPE_RD = 12
+
+# P鎾�
+CANCEL_TYPE_P = 13
diff --git a/utils/middle_api_protocol.py b/utils/middle_api_protocol.py
index e42f4dc..2888577 100644
--- a/utils/middle_api_protocol.py
+++ b/utils/middle_api_protocol.py
@@ -70,6 +70,11 @@
fdata = {"type": "l2_subscript_codes", "data": {"ctype": "l2_subscript_codes", "data": datas}}
return fdata
+# ------------------------------L2璁㈤槄浠ｇ爜鐨勫疄鏃舵定骞�------------------------------------
+def load_l2_subscript_codes_rate(datas):
+ fdata = {"type": "l2_subscript_codes_rate", "data": {"ctype": "l2_subscript_codes_rate", "data": datas}}
+ return fdata
+
# ------------------------------娑堟伅鎺ㄩ��------------------------------------
def load_push_msg(data):
--
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