From a00da3062c6c825b585f82275823ac45cdeb6502 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 19 一月 2024 19:16:20 +0800
Subject: [PATCH] L后成交太快撤单
---
third_data/data_server.py | 295 +++++++++++++++++++++++++++++++++++++++++++++++------------
1 files changed, 235 insertions(+), 60 deletions(-)
diff --git a/third_data/data_server.py b/third_data/data_server.py
index c8189f9..b179ff9 100644
--- a/third_data/data_server.py
+++ b/third_data/data_server.py
@@ -7,11 +7,12 @@
from http.server import BaseHTTPRequestHandler
import dask
-from log_module.log import logger_system, logger_debug
-from utils import global_util, tool
+from code_attribute.gpcode_manager import BlackListCodeManager, CodePrePriceManager
+from log_module.log import logger_system, logger_debug, logger_kpl_limit_up
+from utils import global_util, tool, data_export_util, init_data_util
from code_attribute import gpcode_manager
from log_module import log, log_analyse, log_export
-from l2 import code_price_manager, l2_data_util, l2_data_manager_new, cancel_buy_strategy
+from l2 import code_price_manager, l2_data_util, l2_data_manager_new, cancel_buy_strategy, transaction_progress
from l2.cancel_buy_strategy import HourCancelBigNumComputer
from output.limit_up_data_filter import IgnoreCodeManager
from third_data import kpl_util, kpl_data_manager, kpl_api, block_info
@@ -24,14 +25,13 @@
from urllib.parse import parse_qs
from output import code_info_output, limit_up_data_filter, output_util, kp_client_msg_manager
-from trade import bidding_money_manager, trade_manager, l2_trade_util
-from trade.l2_trade_util import BlackListCodeManager
+from trade import bidding_money_manager, trade_manager, l2_trade_util, trade_record_log_util
import concurrent.futures
-
# 绂佺敤http.server鐨勬棩蹇楄緭鍑�
logger = logging.getLogger("http.server")
logger.setLevel(logging.CRITICAL)
+
class DataServer(BaseHTTPRequestHandler):
ocr_temp_data = {}
@@ -49,6 +49,8 @@
__industry_cache_dict = {}
__latest_limit_up_codes_set = set()
__data_process_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10)
+ # 浠ｇ爜鐨勬定骞�
+ __code_limit_rate_dict = {}
# 绂佺敤鏃ュ織杈撳嚭
def log_message(self, format, *args):
@@ -62,6 +64,7 @@
total_datas = KPLLimitUpDataRecordManager.total_datas
# 閫氳繃娑ㄥ仠鏃堕棿鎺掑簭
total_datas = list(total_datas)
+ current_reason_codes_dict = KPLLimitUpDataRecordManager.get_current_reason_codes_dict()
# 缁熻娑ㄥ仠鍘熷洜
limit_up_reason_dict = {}
@@ -84,13 +87,15 @@
(k, len(limit_up_reason_dict[k]), limit_up_reason_want_count_dict.get(k), limit_up_reason_dict[k][0][5]) for
k in
limit_up_reason_dict]
- limit_up_reason_statistic_info.sort(key=lambda x: int(x[3]))
+ limit_up_reason_statistic_info.sort(
+ key=lambda x: len(current_reason_codes_dict[x[0]]) if x[0] in current_reason_codes_dict else 0)
+ limit_up_reason_statistic_info.reverse()
codes_set = set([d[3] for d in total_datas])
# 鍒ゆ柇鏄緳鍑狅紝鍒ゆ柇鏄惁娑ㄥ仠锛屽垽鏂槸鍚︾偢鏉匡紝鍔犺浇鍒嗘暟
rank_dict = limit_up_data_filter.get_limit_up_time_rank_dict(total_datas)
limit_up_dict, limit_up_codes, open_limit_up_codes = limit_up_data_filter.get_limit_up_info(codes_set)
- score_dict = limit_up_data_filter.get_codes_scores_dict(codes_set)
+ score_dict = {}
fresult = []
ignore_codes = self.__IgnoreCodeManager.list_ignore_codes("1")
@@ -219,7 +224,7 @@
# --鏁版嵁鍑嗗寮�濮�--
codes_set = set([d[0] for d in temps])
limit_up_dict, limit_up_codes, open_limit_up_codes = limit_up_data_filter.get_limit_up_info(codes_set)
- score_dict = limit_up_data_filter.get_codes_scores_dict(codes_set)
+ score_dict = {}
want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
black_codes = BlackListCodeManager().list_codes()
total_datas = KPLLimitUpDataRecordManager.total_datas
@@ -299,20 +304,96 @@
ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
code = ps_dict['code']
name = ps_dict.get('name')
+ try:
+ data = code_info_output.get_output_params(code, self.__jingxuan_cache_dict, self.__industry_cache_dict)
+ if data["code_name"].find("None") > -1 and name:
+ data["code_name"] = f"{name} {code}"
- data = code_info_output.get_output_params(code, self.__jingxuan_cache_dict, self.__industry_cache_dict)
- if data["code_name"].find("None") > -1 and name:
- data["code_name"] = f"{name} {code}"
+ self.__history_plates_dict[code] = (time.time(), data["kpl_code_info"]["code_records"])
+ if "plate" in data["kpl_code_info"]:
+ self.__blocks_dict[code] = (time.time(), data["kpl_code_info"]["plate"])
- self.__history_plates_dict[code] = (time.time(), data["kpl_code_info"]["code_records"])
- if "plate" in data["kpl_code_info"]:
- self.__blocks_dict[code] = (time.time(), data["kpl_code_info"]["plate"])
-
- response_data = json.dumps({"code": 0, "data": data})
- print("get_score_info 鑰楁椂锛�", time.time() - start_time)
+ response_data = json.dumps({"code": 0, "data": data})
+ print("get_score_info 鑰楁椂锛�", time.time() - start_time)
+ except Exception as e:
+ logger_debug.exception(e)
+ logging.exception(e)
# 鑾峰彇璇勫垎淇℃伅
pass
+ elif url.path == "/get_kpl_block_info":
+ start_time = time.time()
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict['code']
+ try:
+ data = code_info_output.get_kpl_block_info(code)
+ response_data = json.dumps({"code": 0, "data": data})
+ print("get_kpl_block_info 鑰楁椂锛�", time.time() - start_time)
+ except Exception as e:
+ logger_debug.exception(e)
+ logging.exception(e)
+
+ elif url.path == "/get_l2_datas":
+ try:
+ # 鑾峰彇L2鐨勬暟鎹�
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict['code']
+ datas = data_export_util.get_l2_datas(code)
+ code_name = gpcode_manager.get_code_name(code)
+ response_data = json.dumps({"code": 0, "data": {"code": code, "code_name": code_name, "data": datas}})
+ except Exception as e:
+ logger_debug.exception(e)
+ elif url.path == "/get_trade_progress":
+ # 鑾峰彇浜ゆ槗杩涘害
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict['code']
+ trade_progress, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code)
+ response_data = json.dumps(
+ {"code": 0, "data": {"trade_progress": trade_progress, "is_default": is_default}})
+ elif url.path == "/get_l_cancel_datas":
+ # 鏈�鏂扮殑l鎾ゆ暟鎹�
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict['code']
+ buy_single_index = ps_dict.get('buy_single_index')
+ if buy_single_index is not None:
+ buy_single_index = int(buy_single_index)
+ records = code_info_output.load_trade_record_cancel_watch_indexes(code)
+ # 鑾峰彇鏈�鏂扮殑L涓婁笌L涓�
+ records.reverse()
+ up_indexes = []
+ down_indexes = []
+ for r in records:
+ if buy_single_index and buy_single_index != r[1]:
+ continue
+ if r[0] == trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_L_UP:
+ up_indexes = r[2]
+ break
+ for r in records:
+ if buy_single_index and buy_single_index != r[1]:
+ continue
+ if r[0] == trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_L_DOWN:
+ down_indexes = r[2]
+ break
+
+ response_data = json.dumps(
+ {"code": 0, "data": {"up": up_indexes, "down": down_indexes}})
+ elif url.path == "/get_h_cancel_datas":
+ # 鏈�鏂扮殑H鎾ゆ暟鎹�
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict['code']
+ buy_single_index = ps_dict.get('buy_single_index')
+ records = code_info_output.load_trade_record_cancel_watch_indexes(code,
+ trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_H)
+ # 鑾峰彇鏈�鏂扮殑L涓婁笌L涓�
+ records.reverse()
+ indexes = []
+ for r in records:
+ if buy_single_index and buy_single_index != r[1]:
+ continue
+ indexes = r[2]
+ break
+ response_data = json.dumps(
+ {"code": 0, "data": indexes})
elif url.path == "/kpl/get_limit_up_list":
response_data = self.__get_limit_up_list()
@@ -367,7 +448,7 @@
elif url.path == "/kpl/get_plate_codes":
# 鑾峰彇娑ㄥ仠鍘熷洜涓嬮潰鐨勪唬鐮�
ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
- plate = ps_dict["plate"]
+ plate = kpl_util.filter_block(ps_dict["plate"])
# 鑾峰彇鏉垮潡涓嬬殑浠ｇ爜
# 缁熻鐩墠涓烘鐨勪唬鐮佹定鍋滄暟閲忥紙鍒嗘定鍋滃師鍥狅級
now_limit_up_codes_info = self.__kplDataManager.get_data(KPLDataType.LIMIT_UP)
@@ -380,11 +461,23 @@
codes_info = []
for d in record_limit_up_datas:
- if d[2] != plate:
+ if kpl_util.filter_block(d[2]) != plate:
continue
# 浠ｇ爜,鍚嶇О,娑ㄥ仠鏃堕棿,鏄惁鐐告澘,鏄惁鎯充拱,鏄惁宸茬粡涓嬭繃鍗�
codes_info.append(
- [d[3], d[4], tool.to_time_str(int(d[5])), 1 if d[3] not in now_limit_up_codes else 0, 0, 0])
+ [d[3], d[4], tool.to_time_str(int(d[5])), 1 if d[3] not in now_limit_up_codes else 0, 0, 0, d[12],
+ output_util.money_desc(d[13]), 1])
+
+ for d in record_limit_up_datas:
+ if kpl_util.filter_block(d[2]) == plate:
+ continue
+ if plate not in [kpl_util.filter_block(k) for k in d[6].split("銆�")]:
+ continue
+ # 浠ｇ爜,鍚嶇О,娑ㄥ仠鏃堕棿,鏄惁鐐告澘,鏄惁鎯充拱,鏄惁宸茬粡涓嬭繃鍗�
+ codes_info.append(
+ [d[3], d[4], tool.to_time_str(int(d[5])), 1 if d[3] not in now_limit_up_codes else 0, 0, 0, d[12],
+ output_util.money_desc(d[13]), 0])
+
codes_info.sort(key=lambda x: x[2])
# 鏌ヨ鏄惁涓烘兂涔板崟
want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
@@ -435,29 +528,86 @@
response_data = json.dumps({"code": 1, "msg": "璇蜂笂浼燾ode"})
elif url.path == "/get_last_trade_day_reasons":
- # 鑾峰彇涓婁釜浜ゆ槗鏃ョ殑鐩稿悓娑ㄥ仠鍘熷洜鐨勪唬鐮佷俊鎭�
- ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
- code = ps_dict["code"]
- day = HistoryKDatasUtils.get_previous_trading_date(tool.get_now_date_str())
- # 鑾峰彇娑ㄥ仠鏁版嵁
- # 鑾峰彇浠ｇ爜鐨勫師鍥�
- reasons = kpl_data_manager.KPLLimitUpDataRecordManager.list_by_code(code, day)
- if reasons:
- reasons = list(reasons)
- reasons.sort(key=lambda x: x[9])
- reason = reasons[-1][2]
- datas = self.__kplDataManager.get_from_file(kpl_util.KPLDataType.LIMIT_UP, day)
- # (浠ｇ爜,鍚嶇О,棣栨娑ㄥ仠鏃堕棿,鏈�杩戞定鍋滄椂闂�,鍑犳澘,娑ㄥ仠鍘熷洜,鏉垮潡,瀹為檯娴侀��,涓诲姏鍑�棰�,娑ㄥ仠鍘熷洜浠ｇ爜,娑ㄥ仠鍘熷洜浠ｇ爜鏁伴噺)
- result_list = []
- if datas:
- for d in datas:
- if d[5] == reason and d[0] != code:
- # (浠ｇ爜,鍚嶇О)
- result_list.append((d[0], d[1]))
- response_data = json.dumps({"code": 0, "data": {"reason": reason, "data": result_list}})
- else:
- response_data = json.dumps({"code": 1, "msg": "鏄ㄦ棩鏈定鍋�"})
+ # 璁＄畻骞冲潎娑ㄥ箙
+ def get_limit_rate_list(codes):
+ if not codes:
+ return []
+ need_request_codes = set()
+ if tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") < 0:
+ need_request_codes |= set(codes)
+ else:
+ now_time = time.time()
+ for c in codes:
+ if c not in self.__code_limit_rate_dict:
+ need_request_codes.add(c)
+ elif now_time - self.__code_limit_rate_dict[c][1] > 60:
+ need_request_codes.add(c)
+ if need_request_codes:
+ _limit_rate_list = HistoryKDatasUtils.get_codes_limit_rate(list(need_request_codes))
+ for d in _limit_rate_list:
+ self.__code_limit_rate_dict[d[0]] = (d[1], time.time())
+ return [(c_, self.__code_limit_rate_dict[c_][0]) for c_ in codes]
+
+ try:
+ raise Exception("鎺ュ彛鏆傚仠浣跨敤")
+ # 鑾峰彇涓婁釜浜ゆ槗鏃ョ殑鐩稿悓娑ㄥ仠鍘熷洜鐨勪唬鐮佷俊鎭�
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict["code"]
+ # 鑾峰彇鏄ㄦ棩娑ㄥ仠鏁版嵁
+ day = HistoryKDatasUtils.get_previous_trading_date_cache(tool.get_now_date_str())
+
+ limit_up_records = kpl_data_manager.KPLLimitUpDataRecordManager.list_all_cache(day)
+ reasons = []
+ for d in limit_up_records:
+ if d[3] == code:
+ reasons.append(d)
+ # 鑾峰彇浠ｇ爜鐨勫師鍥�
+ if reasons:
+ reasons = list(reasons)
+ reasons.sort(key=lambda x: x[9])
+ reason = reasons[-1][2]
+ # 鑾峰彇娑ㄥ仠鏁版嵁
+ datas = self.__kplDataManager.get_from_file_cache(kpl_util.KPLDataType.LIMIT_UP, day)
+ # (浠ｇ爜,鍚嶇О,棣栨娑ㄥ仠鏃堕棿,鏈�杩戞定鍋滄椂闂�,鍑犳澘,娑ㄥ仠鍘熷洜,鏉垮潡,瀹為檯娴侀��,涓诲姏鍑�棰�,娑ㄥ仠鍘熷洜浠ｇ爜,娑ㄥ仠鍘熷洜浠ｇ爜鏁伴噺)
+ yesterday_result_list = []
+ percent_rate = 0
+ if datas:
+ yesterday_codes = set()
+ for d in datas:
+ if d[5] == reason:
+ yesterday_codes.add(d[0])
+ # 鑾峰彇娑ㄥ箙
+ limit_rate_list = get_limit_rate_list(yesterday_codes)
+ limit_rate_dict = {}
+ if limit_rate_list:
+ total_rate = 0
+ for d in limit_rate_list:
+ limit_rate_dict[d[0]] = d[1]
+ total_rate += d[1]
+ percent_rate = round(total_rate / len(limit_rate_list), 2)
+
+ for d in datas:
+ if d[5] == reason:
+ yesterday_codes.add(d[0])
+ if d[0] != code:
+ # (浠ｇ爜,鍚嶇О, 娑ㄥ箙)
+ yesterday_result_list.append((d[0], d[1], limit_rate_dict.get(d[0])))
+
+ current_limit_up_list = kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas
+ current_result_list = []
+ if current_limit_up_list:
+ for c in current_limit_up_list:
+ if c[5] == reason and c[0] != code:
+ current_result_list.append((c[0], c[1]))
+ response_data = json.dumps({"code": 0, "data": {"reason": reason, "reason_rate": percent_rate,
+ "data": {"yesterday": yesterday_result_list,
+ "current": current_result_list}}})
+ else:
+ response_data = json.dumps({"code": 1, "msg": "鏄ㄦ棩鏈定鍋�"})
+ except Exception as e:
+ logger_debug.exception(e)
+ raise e
elif url.path == "/pull_kp_client_msg":
# 鎷夊彇瀹㈡埛绔秷鎭�
@@ -489,7 +639,7 @@
result_str = self.__process_kpl_data(params)
self.__send_response(result_str)
- def __process_kpl_data(self, data):
+ def __process_kpl_data(self, data_origin):
def do_limit_up(result_list_):
if result_list_:
# 淇濆瓨娑ㄥ仠鏃堕棿
@@ -499,7 +649,7 @@
code = d[0]
limit_up_reasons[code] = d[5]
codes_set.add(code)
- if code.find("00") == 0 or code.find("60") == 0:
+ if tool.is_shsz_code(code):
limit_up_time = time.strftime("%H:%M:%S", time.localtime(d[2]))
code_price_manager.Buy1PriceManager().set_limit_up_time(code, limit_up_time)
add_codes = codes_set - self.__latest_limit_up_codes_set
@@ -515,11 +665,10 @@
limit_up_reason_code_dict[b].add(code)
cancel_buy_strategy.LCancelRateManager.set_block_limit_up_count(limit_up_reason_code_dict)
-
if add_codes:
for code in add_codes:
# 鏍规嵁娑ㄥ仠鍘熷洜鍒ゆ柇鏄惁鍙互涔�
- if code.find("00") == 0 or code.find("60") == 0:
+ if tool.is_shsz_code(code):
try:
# 鍒ゆ柇鏄惁涓嬪崟
trade_state = trade_manager.CodesTradeStateManager().get_trade_state(code)
@@ -532,20 +681,23 @@
current_limit_up_datas = []
if not limit_up_record_datas:
limit_up_record_datas = []
- if CodePlateKeyBuyManager.is_need_cancel(code, limit_up_reasons.get(code),
- current_limit_up_datas,
- limit_up_record_datas,
- yesterday_current_limit_up_codes,
- before_blocks_dict):
- # TODO 娴嬭瘯鏆傛椂娉ㄩ噴
- l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code,
- f"娑ㄥ仠鍘熷洜锛坽limit_up_reasons.get(code)}锛変笉鏄�佸ぇ鎾ゅ崟",
- "鏉垮潡鎾�")
+ # 涔扮粷瀵硅�佸ぇ
+ # 涓�斾笉鑳芥挙鍗�
+ # if CodePlateKeyBuyManager.is_need_cancel(code, limit_up_reasons.get(code),
+ # current_limit_up_datas,
+ # limit_up_record_datas,
+ # yesterday_current_limit_up_codes,
+ # before_blocks_dict):
+ # l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code,
+ # f"娑ㄥ仠鍘熷洜锛坽limit_up_reasons.get(code)}锛変笉鏄�佸ぇ鎾ゅ崟",
+ # "鏉垮潡鎾�")
except Exception as e:
logger_debug.exception(e)
kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list_)
self.__kplDataManager.save_data(type_, result_list_)
+ # 灏�"姒傚康"浜屽瓧鏇挎崲鎺�
+ data = data_origin
type_ = data["type"]
print("寮�鐩樺暒type:", type_)
if type_ == KPLDataType.BIDDING.value:
@@ -562,8 +714,10 @@
self.__kplDataManager.save_data(type_, result_list)
elif type_ == KPLDataType.LIMIT_UP.value:
- result_list = kpl_util.parseDaBanData(data["data"], kpl_util.DABAN_TYPE_LIMIT_UP)
+ result_list = kpl_util.parseLimitUpData(data["data"])
self.__data_process_thread_pool.submit(lambda: do_limit_up(result_list))
+ # 璁板綍娑ㄥ仠鏃ュ織
+ logger_kpl_limit_up.info(result_list)
elif type_ == KPLDataType.OPEN_LIMIT_UP.value:
result_list = kpl_util.parseDaBanData(data["data"], kpl_util.DABAN_TYPE_OPEN_LIMIT_UP)
if result_list:
@@ -633,9 +787,9 @@
handler = DataServer
# httpd = socketserver.TCPServer((addr, port), handler)
- httpd = ThreadedHTTPServer((addr, port), handler)
- print("HTTP server is at: http://%s:%d/" % (addr, port))
try:
+ httpd = ThreadedHTTPServer((addr, port), handler)
+ print("HTTP server is at: http://%s:%d/" % (addr, port))
httpd.serve_forever()
except Exception as e:
logger_system.exception(e)
@@ -643,4 +797,25 @@
if __name__ == "__main__":
- run("0.0.0.0", 9004)
+ code = "002676"
+ buy_single_index = 716
+ records = code_info_output.load_trade_record_cancel_watch_indexes(code)
+ # 鑾峰彇鏈�鏂扮殑L涓婁笌L涓�
+ records.reverse()
+ up_indexes = []
+ down_indexes = []
+ for r in records:
+ if buy_single_index and buy_single_index != r[1]:
+ continue
+ if r[0] == trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_L_UP:
+ up_indexes = r[2]
+ break
+ for r in records:
+ if buy_single_index and buy_single_index != r[1]:
+ continue
+ if r[0] == trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_L_DOWN:
+ down_indexes = r[2]
+ break
+
+ response_data = json.dumps(
+ {"code": 0, "data": {"up": up_indexes, "down": down_indexes}})
--
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