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/history_k_data_util.py | 113 ++++++++++++++++++++++++++++++++++++++------------------
1 files changed, 77 insertions(+), 36 deletions(-)
diff --git a/third_data/history_k_data_util.py b/third_data/history_k_data_util.py
index 12a13bf..ed60d06 100644
--- a/third_data/history_k_data_util.py
+++ b/third_data/history_k_data_util.py
@@ -4,13 +4,18 @@
import datetime
import decimal
import json
+import time
import requests
import constant
-from utils import tool
-from db import redis_manager
-import gm.api as gmapi
+from db.redis_manager_delegate import RedisUtils
+from log_module.log import logger_request_api
+from utils import tool, middle_api_protocol
+from db import redis_manager_delegate as redis_manager
+
+
+# import gm.api as gmapi
class JueJinHttpApi:
@@ -24,25 +29,39 @@
return datetime.datetime.fromisoformat(val)
return val
- url = f'{cls.__BASE_URL}{path_str}'
- # 鍙戦�丳OST璇锋眰
- response = requests.post(url, json=data_json)
- result = response.text
- resultJson = json.loads(result)
- if resultJson['code'] == 0:
- data = resultJson['data']
- if type(data) == list:
- for d in data:
+ DELEGATE = True
+ fdata = None
+ if DELEGATE:
+ fdata = middle_api_protocol.load_juejin(path_str, data_json)
+ __start_time = time.time()
+ try:
+ fdata = middle_api_protocol.request(fdata)
+ finally:
+ __use_time = time.time() - __start_time
+ if __use_time > 5:
+ logger_request_api.info(f"鎺橀噾API璇锋眰鏃堕棿锛歿path_str}-{int(__use_time)}")
+
+ else:
+ url = f'{cls.__BASE_URL}{path_str}'
+ # 鍙戦�丳OST璇锋眰
+ response = requests.post(url, json=data_json)
+ result = response.text
+ resultJson = json.loads(result)
+ if resultJson['code'] == 0:
+ fdata = resultJson['data']
+ if fdata:
+ if type(fdata) == list:
+ for d in fdata:
if type(d) != dict:
continue
for k in d:
d[k] = deformat_date(d[k])
- elif type(data) == dict:
- for k in data:
- data[k] = deformat_date(data[k])
- return data
-
- return None
+ elif type(fdata) == dict:
+ for k in fdata:
+ fdata[k] = deformat_date(fdata[k])
+ return fdata
+ else:
+ return None
@classmethod
def get_instruments(cls, symbols, fields):
@@ -84,10 +103,13 @@
@classmethod
def getJueJinAccountInfo(cls):
redis = cls.__redisManager.getRedis()
- account_id = redis.get("juejin-account-id")
- strategy_id = redis.get("juejin-strategy-id")
- token = redis.get("juejin-token")
- return account_id, strategy_id, token
+ try:
+ account_id = RedisUtils.get(redis, "juejin-account-id", auto_free=False)
+ strategy_id = RedisUtils.get(redis, "juejin-strategy-id", auto_free=False)
+ token = RedisUtils.get(redis, "juejin-token", auto_free=False)
+ return account_id, strategy_id, token
+ finally:
+ RedisUtils.realse(redis)
@classmethod
def get_juejin_code_list_with_prefix(cls, codes):
@@ -183,6 +205,8 @@
class HistoryKDatasUtils(object):
+ __previous_trading_date_cache = {}
+ __latest_trading_date_cache = {}
@classmethod
def get_gp_latest_info(cls, codes, fields=None):
@@ -200,6 +224,35 @@
@classmethod
def get_previous_trading_date(cls, date):
return JueJinApi.get_previous_trading_date(date)
+
+ @classmethod
+ def get_previous_trading_date_cache(cls, date):
+ if date in cls.__previous_trading_date_cache:
+ return cls.__previous_trading_date_cache.get(date)
+ fdata = cls.get_previous_trading_date(date)
+ if fdata:
+ cls.__previous_trading_date_cache[date] = fdata
+ return fdata
+
+ # 鑾峰彇鏈�杩戠殑浜ゆ槗鏃�
+ @classmethod
+ def get_latest_trading_date(cls, day_count):
+ now_day = tool.get_now_date_str()
+ days = []
+ for i in range(day_count):
+ pday = cls.get_previous_trading_date_cache(now_day)
+ days.append(pday)
+ now_day = pday
+ return days
+
+ @classmethod
+ def get_latest_trading_date_cache(cls, day_count):
+ key = f"{tool.get_now_date_str()}-{day_count}"
+ if key in cls.__latest_trading_date_cache:
+ return cls.__latest_trading_date_cache[key]
+ days = cls.get_latest_trading_date(day_count)
+ cls.__latest_trading_date_cache[key] = days
+ return days
# 杩斿洖鎸囧畾鏃ユ湡鐨勪笅涓氦鏄撴棩
@classmethod
@@ -263,17 +316,5 @@
if __name__ == "__main__":
- constant.JUEJIN_LOCAL_API = False
- list_ = JueJinApi.get_exchanges_codes(["SHSE","SZSE"])
- fdatas = []
- for d in list_:
- if d["sec_id"].find("60") != 0 and d["sec_id"].find("00") != 0:
- continue
- if d["sec_level"] != 1:
- continue
- if d["pre_close"] * 1.1 > 40:
- continue
- if (d["listed_date"] + datetime.timedelta(days=100)).timestamp() > datetime.datetime.now().timestamp():
- continue
- fdatas.append(d)
- print(len(fdatas))
+ results = HistoryKDatasUtils.get_codes_limit_rate(list({"000422", "600610"}))
+ print(results)
--
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