From c0bcfe746b97bc126636a658b1f01fc6a51f9f95 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 25 九月 2023 17:55:33 +0800
Subject: [PATCH] 将华鑫订单交易成功独立出来处理
---
third_data/data_server.py | 82 ++++++++++++++++++++++++++++++++---------
1 files changed, 64 insertions(+), 18 deletions(-)
diff --git a/third_data/data_server.py b/third_data/data_server.py
index 046a245..1fa8dad 100644
--- a/third_data/data_server.py
+++ b/third_data/data_server.py
@@ -1,18 +1,20 @@
import http
import json
import socketserver
+import threading
import time
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 import gpcode_manager
from log_module import log, log_analyse, log_export
-from l2 import code_price_manager, l2_data_util
+from l2 import code_price_manager, l2_data_util, l2_data_manager_new
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
-from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager
+from third_data import kpl_util, kpl_data_manager, kpl_api, block_info
+from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager, CodePlateKeyBuyManager
from third_data.history_k_data_util import HistoryKDatasUtils
from third_data.kpl_data_manager import KPLDataManager, KPLLimitUpDataRecordManager, \
KPLCodeLimitUpReasonManager
@@ -21,8 +23,9 @@
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
+from trade import bidding_money_manager, trade_manager, l2_trade_util
from trade.l2_trade_util import BlackListCodeManager
+import concurrent.futures
class DataServer(BaseHTTPRequestHandler):
@@ -39,7 +42,8 @@
# 绮鹃��,琛屼笟鏁版嵁缂撳瓨
__jingxuan_cache_dict = {}
__industry_cache_dict = {}
-
+ __latest_limit_up_codes_set = set()
+ __data_process_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10)
def __get_limit_up_list(self):
# 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
@@ -378,7 +382,8 @@
for code_info in codes_info:
code_info[4] = 1 if code_info[0] in want_codes else 0
# 鑾峰彇浠ｇ爜鐘舵��
- if trade_manager.CodesTradeStateManager().get_trade_state_cache(code_info[0]) != trade_manager.TRADE_STATE_NOT_TRADE:
+ if trade_manager.CodesTradeStateManager().get_trade_state_cache(
+ code_info[0]) != trade_manager.TRADE_STATE_NOT_TRADE:
code_info[5] = 1
response_data = json.dumps({"code": 0, "data": codes_info})
@@ -393,7 +398,7 @@
trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)
if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_manager.TRADE_STATE_BUY_DELEGATED or trade_state == trade_manager.TRADE_STATE_BUY_SUCCESS:
- hcancel_datas_dict, cancel_indexes_set = HourCancelBigNumComputer.get_watch_index_dict(code)
+ hcancel_datas_dict, cancel_indexes_set = HourCancelBigNumComputer().get_watch_index_dict(code)
# 鏍规嵁鏃ュ織璇诲彇瀹炴椂鐨勮绠楁暟鎹�
h_cancel_latest_compute_info = log_export.get_h_cancel_compute_info(code)
if hcancel_datas_dict:
@@ -476,6 +481,49 @@
self.__send_response(result_str)
def __process_kpl_data(self, data):
+ def do_limit_up(result_list_):
+ if result_list_:
+ # 淇濆瓨娑ㄥ仠鏃堕棿
+ codes_set = set()
+ limit_up_reasons = {}
+ for d in result_list_:
+ code = d[0]
+ limit_up_reasons[code] = d[5]
+ codes_set.add(code)
+ if code.find("00") == 0 or code.find("60") == 0:
+ 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
+ self.__latest_limit_up_codes_set = codes_set
+ 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:
+ try:
+ # 鍒ゆ柇鏄惁涓嬪崟
+ trade_state = trade_manager.CodesTradeStateManager().get_trade_state(code)
+ if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_manager.TRADE_STATE_BUY_DELEGATED:
+ # 濮旀墭涓殑璁㈠崟锛屽垽鏂槸鍚﹂渶瑕佹挙鍗�
+ if not gpcode_manager.WantBuyCodesManager().is_in_cache(code):
+ yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
+ current_limit_up_datas, limit_up_record_datas, yesterday_current_limit_up_codes, before_blocks_dict = kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas, kpl_data_manager.KPLLimitUpDataRecordManager.total_datas, yesterday_codes, block_info.get_before_blocks_dict()
+ if not current_limit_up_datas:
+ 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):
+ pass
+ # 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�")
+ 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_)
+
type_ = data["type"]
print("寮�鐩樺暒type:", type_)
if type_ == KPLDataType.BIDDING.value:
@@ -493,15 +541,7 @@
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)
- if result_list:
- # 淇濆瓨娑ㄥ仠鏃堕棿
- for d in result_list:
- code = d[0]
- if code.find("00") == 0 or code.find("60") == 0:
- limit_up_time = time.strftime("%H:%M:%S", time.localtime(d[2]))
- code_price_manager.Buy1PriceManager.set_limit_up_time(code, limit_up_time)
- self.__kplDataManager.save_data(type_, result_list)
- kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list)
+ self.__data_process_thread_pool.submit(lambda: do_limit_up(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:
@@ -566,12 +606,18 @@
def run(addr, port):
# 杩愯鐪嬬洏娑堟伅閲囬泦
- kp_client_msg_manager.run_capture()
+ # kp_client_msg_manager.run_capture()
+ kpl_data_manager.run_pull_task()
+
handler = DataServer
# httpd = socketserver.TCPServer((addr, port), handler)
httpd = ThreadedHTTPServer((addr, port), handler)
print("HTTP server is at: http://%s:%d/" % (addr, port))
- httpd.serve_forever()
+ try:
+ httpd.serve_forever()
+ except Exception as e:
+ logger_system.exception(e)
+ logger_system.error(f"绔彛鏈嶅姟鍣細{port} 鍚姩澶辫触")
if __name__ == "__main__":
--
Gitblit v1.8.0