From cbe19ea6066a600cbd0b5110db5d43f8252d14a8 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 13 六月 2024 11:23:53 +0800
Subject: [PATCH] L撤成交进度相关改进
---
code_attribute/gpcode_manager.py | 424 +++++++++++++++++++++++++++++-----------------------
1 files changed, 235 insertions(+), 189 deletions(-)
diff --git a/code_attribute/gpcode_manager.py b/code_attribute/gpcode_manager.py
index 2abf49c..3776155 100644
--- a/code_attribute/gpcode_manager.py
+++ b/code_attribute/gpcode_manager.py
@@ -5,131 +5,61 @@
import time
import constant
-from db import redis_manager
-from db.redis_manager import RedisUtils
+from db import redis_manager_delegate as redis_manager
+from db.mysql_data_delegate import Mysqldb
+from db.redis_manager_delegate import RedisUtils
+from log_module import log_export
+from log_module.log import logger_pre_close_price
from utils import tool
import decimal
from ths import l2_listen_pos_health_manager, client_manager
__redisManager = redis_manager.RedisManager(0)
+__db = 0
class CodesNameManager:
- redisManager = redis_manager.RedisManager(0)
- __gp_list_names_first_cache = []
-
- @classmethod
- def __get_redis(cls):
- return cls.redisManager.getRedis()
+ __mysqldb = Mysqldb()
+ __code_name_dict = {}
@classmethod
def list_code_name_dict(cls):
+ # 鑾峰彇鎵�鏈夌殑浠ｇ爜鍚嶇О瀵瑰簲琛�
dict_ = {}
- val = cls.list_first_code_name_dict()
- if val is not None:
- for k in val:
- dict_[k] = val[k]
- val = cls.list_second_code_name_dict()
- if val is not None:
- for k in val:
- dict_[k] = val[k]
+ fresults = cls.__mysqldb.select_all("select code, code_name from code_name")
+ for result in fresults:
+ dict_[result[0]] = result[1]
return dict_
@classmethod
- def list_first_code_name_dict(cls):
- val = RedisUtils.get(cls.__get_redis(), "gp_list_names_first")
- if val is not None:
- val = json.loads(val)
- return val
+ def get_code_name(cls, code):
+ if code in cls.__code_name_dict:
+ return cls.__code_name_dict[code]
+ fresults = cls.__mysqldb.select_one(f"select code_name from code_name where code = '{code}'")
+ if fresults:
+ cls.__code_name_dict[code] = fresults[0]
+ return fresults[0]
return None
@classmethod
- def list_first_code_name_dict_cache(cls):
- val = RedisUtils.get(cls.__get_redis(), "gp_list_names_first")
- if val is not None:
- val = json.loads(val)
- return val
- return None
-
- @classmethod
- def get_first_code_name(cls, code):
- val = RedisUtils.get(cls.__get_redis(), "gp_list_names_first")
- if not val:
- return None
- val = json.loads(val)
- for k in val:
- if val[k] == code:
- return k
- return None
-
- @classmethod
- def get_first_name_code(cls, name):
- val = RedisUtils.get(cls.__get_redis(), "gp_list_names_first")
- if not val:
- return None
- val = json.loads(val)
- return val.get(name)
+ def add_code_name(cls, code, name):
+ cls.__code_name_dict[code] = name
+ fresults = cls.__mysqldb.select_one(f"select code_name from code_name where code = '{code}'")
+ if fresults:
+ cls.__mysqldb.execute(f"update code_name set code_name ='{name}', update_time = now() where code= '{code}'")
+ else:
+ cls.__mysqldb.execute(f"insert into code_name(code,code_name,update_time ) values('{code}','{name}',now())")
@classmethod
def add_first_code_name(cls, code, name):
- val = RedisUtils.get(cls.__get_redis(), "gp_list_names_first")
- if not val:
- return None
- val = json.loads(val)
- val[name] = code
- cls.set_first_code_names(val)
-
- # 璁剧疆棣栨澘浠ｇ爜鍚嶇О
- @classmethod
- def set_first_code_names(cls, datas):
- RedisUtils.set(cls.__get_redis(), "gp_list_names_first", json.dumps(datas))
-
- # 鍒犻櫎棣栨澘浠ｇ爜鍚嶇О
- @classmethod
- def clear_first_code_names(cls):
- RedisUtils.delete(cls.__get_redis(), "gp_list_names_first")
-
- @classmethod
- def list_second_code_name_dict(cls):
- val = RedisUtils.get(cls.__get_redis(), "gp_list_names")
- if val is not None:
- val = json.loads(val)
- return val
- return None
-
- @classmethod
- def get_second_code_name(cls, code):
- val = RedisUtils.get(cls.__get_redis(), "gp_list_names")
- if not val:
- return None
- val = json.loads(val)
- for k in val:
- if val[k] == code:
- return k
-
- @classmethod
- def get_second_name_code(cls, name):
- val = RedisUtils.get(cls.__get_redis(), "gp_list_names")
- if not val:
- return None
- val = json.loads(val)
- return val.get(name)
-
- # 璁剧疆浜屾澘浠ｇ爜鍚嶇О
- @classmethod
- def set_second_code_names(cls, datas):
- RedisUtils.set(cls.__get_redis(), "gp_list_names", json.dumps(datas))
-
- # 璁剧疆浜屾澘浠ｇ爜鍚嶇О
- @classmethod
- def clear_second_code_names(cls):
- RedisUtils.delete(cls.__get_redis(), "gp_list_names")
+ cls.add_code_name(code, name)
# 棣栨澘浠ｇ爜绠＄悊
class FirstCodeManager:
__instance = None
+ __db = 0
def __new__(cls, *args, **kwargs):
if not cls.__instance:
@@ -151,11 +81,11 @@
hasChanged = False
for code in codes:
if code not in self.__first_code_record_cache:
- RedisUtils.sadd(self.__get_redis(), "first_code_record", code)
+ RedisUtils.sadd_async(self.__db, "first_code_record", code)
hasChanged = True
self.__first_code_record_cache.add(code)
if hasChanged:
- RedisUtils.expire(self.__get_redis(), "first_code_record", tool.get_expire())
+ RedisUtils.expire_async(self.__db, "first_code_record", tool.get_expire())
def is_in_first_record(self, code):
if RedisUtils.sismember(self.__get_redis(), "first_code_record", code):
@@ -171,11 +101,11 @@
hasChanged = False
for code in codes:
if code not in self.__first_code_limited_up_record_cache:
- RedisUtils.sadd(self.__get_redis(), "first_code_limited_up_record", code)
+ RedisUtils.sadd_async(self.__db, "first_code_limited_up_record", code)
hasChanged = True
self.__first_code_limited_up_record_cache.add(code)
if hasChanged:
- RedisUtils.expire(self.__get_redis(), "first_code_limited_up_record", tool.get_expire())
+ RedisUtils.expire_async(self.__db, "first_code_limited_up_record", tool.get_expire())
# 鏄惁娑ㄥ仠杩�
def is_limited_up(self, code):
@@ -291,6 +221,170 @@
return self.__pause_buy_codes_cache
+# 蹇呬拱鍗�/绾㈠悕鍗�
+class MustBuyCodesManager:
+ __instance = None
+ __db = 0
+ redisManager = redis_manager.RedisManager(0)
+ __redis_key = "must_buy_rate-"
+ __must_buy_code_cancel_rate_cache = {}
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(MustBuyCodesManager, cls).__new__(cls, *args, **kwargs)
+ keys = RedisUtils.keys(cls.__get_redis(), cls.__redis_key + "*")
+ for k in keys:
+ code = k.split("-")[-1]
+ val = RedisUtils.get(cls.__get_redis(), k)
+ cls.__must_buy_code_cancel_rate_cache[code] = round(float(val), 2)
+ return cls.__instance
+
+ @classmethod
+ def __get_redis(cls):
+ return cls.redisManager.getRedis()
+
+ def clear(self):
+ self.__must_buy_code_cancel_rate_cache.clear()
+ keys = RedisUtils.keys(self.__get_redis(), self.__redis_key + "*")
+ for k in keys:
+ RedisUtils.delete(self.__get_redis(), k)
+
+ def add_code(self, code, rate=0.9):
+ self.__must_buy_code_cancel_rate_cache[code] = round(rate, 2)
+ RedisUtils.setex_async(self.__db, self.__redis_key + str(code), tool.get_expire(), str(round(rate, 2)))
+
+ def remove_code(self, code):
+ if code in self.__must_buy_code_cancel_rate_cache:
+ self.__must_buy_code_cancel_rate_cache.pop(code)
+ RedisUtils.delete_async(self.__db, self.__redis_key + str(code))
+
+ def is_in(self, code):
+ return RedisUtils.get(self.__get_redis(), self.__redis_key + str(code))
+
+ def is_in_cache(self, code):
+ return code in self.__must_buy_code_cancel_rate_cache
+
+ def list_code(self):
+ codes = set()
+ keys = RedisUtils.keys(self.__get_redis(), self.__redis_key + "*")
+ if keys:
+ for k in keys:
+ code = k.split("-")[-1]
+ codes.add(code)
+ return codes
+
+ def list_code_cache(self):
+ return self.__must_buy_code_cancel_rate_cache.keys()
+
+ def get_cancel_rate_cache(self, code):
+ if code not in self.__must_buy_code_cancel_rate_cache:
+ return None
+ return self.__must_buy_code_cancel_rate_cache[code]
+
+
+class WhiteListCodeManager:
+ __instance = None
+ __redis_manager = redis_manager.RedisManager(2)
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(WhiteListCodeManager, cls).__new__(cls, *args, **kwargs)
+ # 鍒濆鍖栬缃�
+ # 鑾峰彇浜ゆ槗绐楀彛鐨勯攣
+ cls.__instance.__white_codes_cache = RedisUtils.smembers(cls.__get_redis(), "white_list_codes")
+
+ return cls.__instance
+
+ @classmethod
+ def __get_redis(cls):
+ return cls.__redis_manager.getRedis()
+
+ def sync(self):
+ data = RedisUtils.smembers(self.__get_redis(), "white_list_codes")
+ self.__white_codes_cache.clear()
+ if data:
+ self.__white_codes_cache |= data
+
+ def add_code(self, code):
+ self.__white_codes_cache.add(code)
+ RedisUtils.sadd(self.__get_redis(), "white_list_codes", code)
+ RedisUtils.expire(self.__get_redis(), "white_list_codes", tool.get_expire())
+
+ def remove_code(self, code):
+ self.__white_codes_cache.discard(code)
+ RedisUtils.srem(self.__get_redis(), "white_list_codes", code)
+
+ def is_in(self, code):
+ return RedisUtils.sismember(self.__get_redis(), "white_list_codes", code)
+
+ def is_in_cache(self, code):
+ return code in self.__white_codes_cache
+
+ def list_codes(self):
+ return RedisUtils.smembers(self.__get_redis(), "white_list_codes")
+
+ def list_codes_cache(self):
+ return self.__white_codes_cache
+
+ def clear(self):
+ self.__white_codes_cache.clear()
+ RedisUtils.delete(self.__get_redis(), "white_list_codes")
+
+
+class BlackListCodeManager:
+ __instance = None
+ __db = 2
+ __redis_manager = redis_manager.RedisManager(2)
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(BlackListCodeManager, cls).__new__(cls, *args, **kwargs)
+ # 鍒濆鍖栬缃�
+ # 鑾峰彇浜ゆ槗绐楀彛鐨勯攣
+ cls.__instance.__forbidden_trade_codes_cache = RedisUtils.smembers(cls.__get_redis(),
+ "forbidden-trade-codes")
+
+ return cls.__instance
+
+ @classmethod
+ def __get_redis(cls):
+ return cls.__redis_manager.getRedis()
+
+ def add_code(self, code):
+ self.__forbidden_trade_codes_cache.add(code)
+ RedisUtils.sadd_async(self.__db, "forbidden-trade-codes", code)
+ RedisUtils.expire_async(self.__db, "forbidden-trade-codes", tool.get_expire())
+
+ def sync(self):
+ data = RedisUtils.smembers(self.__get_redis(),
+ "forbidden-trade-codes")
+ self.__forbidden_trade_codes_cache.clear()
+ if data:
+ self.__forbidden_trade_codes_cache |= data
+
+ def remove_code(self, code):
+ self.__forbidden_trade_codes_cache.discard(code)
+ RedisUtils.srem(self.__get_redis(), "forbidden-trade-codes", code)
+
+ def is_in(self, code):
+ return RedisUtils.sismember(self.__get_redis(), "forbidden-trade-codes", code)
+
+ def is_in_cache(self, code):
+ return code in self.__forbidden_trade_codes_cache
+
+ def list_codes(self):
+ codes = RedisUtils.smembers(self.__get_redis(), "forbidden-trade-codes")
+ self.__forbidden_trade_codes_cache = codes
+ return codes
+
+ def list_codes_cache(self):
+ return self.__forbidden_trade_codes_cache
+
+ def clear(self):
+ self.__forbidden_trade_codes_cache.clear()
+ RedisUtils.delete(self.__get_redis(), "forbidden-trade-codes")
+
+
def __parse_codes_data(code_datas):
codes = []
name_codes = {}
@@ -298,48 +392,12 @@
# 姝ｅ父鐨勮偂绁�
if _data["sec_type"] == 1 and _data["sec_level"] == 1:
code = _data["symbol"].split(".")[1]
- if code.find("30") != 0 and code.find("68") != 0:
+ if tool.is_can_buy_code(code):
name = _data["sec_name"]
codes.append(code)
# 淇濆瓨浠ｇ爜瀵瑰簲鐨勫悕绉�
name_codes[name] = code
return codes, name_codes
-
-
-# -------------------------------浜屾澘浠ｇ爜绠＄悊---------------------------------
-
-def set_gp_list(code_datas):
- codes, name_codes = __parse_codes_data(code_datas)
- redis_instance = __redisManager.getRedis()
- try:
- # 鍒犻櫎涔嬪墠鐨�
- RedisUtils.delete(redis_instance, "gp_list", auto_free=False)
- CodesNameManager.clear_second_code_names()
- for d in codes:
- RedisUtils.sadd(redis_instance, "gp_list", d, auto_free=False)
- CodesNameManager.set_second_code_names(name_codes)
- finally:
- RedisUtils.realse(redis_instance)
-
-
-# 鏂板浠ｇ爜
-def add_gp_list(code_datas):
- if len(code_datas) > 200:
- raise Exception("涓嶈兘瓒呰繃200涓暟鎹�")
- redis_instance = __redisManager.getRedis()
- try:
- codes, name_codes = __parse_codes_data(code_datas)
- for d in codes:
- RedisUtils.sadd(redis_instance, "gp_list", d, auto_free=False)
- old_name_codes = CodesNameManager.list_second_code_name_dict()
- if old_name_codes is None:
- old_name_codes = name_codes
- else:
- for key in name_codes:
- old_name_codes[key] = name_codes[key]
- CodesNameManager.set_second_code_names(old_name_codes)
- finally:
- RedisUtils.realse(redis_instance)
# -------------------------------棣栨澘浠ｇ爜绠＄悊-------------------------------
@@ -375,7 +433,7 @@
# 姝ｅ父鐨勮偂绁�
if _data["sec_type"] == 1 and _data["sec_level"] == 1:
code = _data["symbol"].split(".")[1]
- if code.find("30") != 0 and code.find("68") != 0:
+ if tool.is_can_buy_code(code):
name = _data["sec_name"]
codes.append(code)
# 淇濆瓨浠ｇ爜瀵瑰簲鐨勫悕绉�
@@ -385,7 +443,6 @@
# 娣诲姞棣栨澘浠ｇ爜
# code_datas 鎺橀噾杩斿洖鐨勬暟鎹�
def set_first_gp_codes_with_data(self, code_datas):
- redis_instance = self.__get_redis()
try:
codes, name_codes = self.__parse_codes_data(code_datas)
codes_set = set()
@@ -397,24 +454,18 @@
del_set = old_codes_set - codes_set
add_codes = codes_set - old_codes_set
for code in add_codes:
- RedisUtils.sadd(redis_instance, "gp_list_first", code, auto_free=False)
+ RedisUtils.sadd_async(self.__db, "gp_list_first", code, auto_free=False)
for code in del_set:
- RedisUtils.srem(redis_instance, "gp_list_first", code, auto_free=False)
+ RedisUtils.srem_async(self.__db, "gp_list_first", code, auto_free=False)
if add_codes or del_set:
- RedisUtils.expire(redis_instance, "gp_list_first", tool.get_expire(), auto_free=False)
+ RedisUtils.expire_async(self.__db, "gp_list_first", tool.get_expire(), auto_free=False)
# 鏇存柊缂撳瓨
self.__gp_list_first_codes_cache.clear()
self.__gp_list_first_codes_cache |= codes_set
-
- old_name_codes = CodesNameManager.list_first_code_name_dict()
- if old_name_codes is None:
- old_name_codes = name_codes
- else:
- for key in name_codes:
- old_name_codes[key] = name_codes[key]
- CodesNameManager.set_first_code_names(old_name_codes)
+ for key in name_codes:
+ CodesNameManager.add_code_name(name_codes[key], key)
finally:
- RedisUtils.realse(redis_instance)
+ pass
# 绉婚櫎棣栨澘浠ｇ爜
def remove_first_gp_code(self, codes):
@@ -442,35 +493,18 @@
return code in self.__gp_list_first_codes_cache
-# 鑾峰彇鍚嶇О瀵瑰簲鐨勪唬鐮�
-def get_name_code(name):
- code = CodesNameManager.get_second_name_code(name)
- if code is not None:
- return code
- code = CodesNameManager.get_first_name_code(name)
- return code
-
-
# 浠ｇ爜鍚嶅瓧缂撳瓨
__code_name_dict = {}
# 鑾峰彇浠ｇ爜鐨勫悕绉�
def get_code_name(code):
- if code in __code_name_dict:
- return __code_name_dict.get(code)
- name = CodesNameManager.get_second_code_name(code)
- if name is not None:
- __code_name_dict[code] = name
- return name
- name = CodesNameManager.get_first_code_name(code)
- if name:
- __code_name_dict[code] = name
- return name
+ return CodesNameManager.get_code_name(code)
def get_name_codes():
- return CodesNameManager.list_code_name_dict()
+ code_name_dict = CodesNameManager.list_code_name_dict()
+ return {code_name_dict[x]: x for x in code_name_dict}
# 娑ㄥ仠鏁版嵁淇濆瓨
@@ -508,12 +542,13 @@
def is_in_gp_pool(code):
- return RedisUtils.sismember(__redisManager.getRedis(), "gp_list", code) or FirstGPCodesManager().is_in_first_gp_codes_cache(code)
+ return RedisUtils.sismember(__redisManager.getRedis(), "gp_list",
+ code) or FirstGPCodesManager().is_in_first_gp_codes_cache(code)
def get_gp_list():
codes = RedisUtils.smembers(__redisManager.getRedis(), "gp_list")
- first_codes = FirstGPCodesManager().get_first_gp_codes()
+ first_codes = FirstGPCodesManager().get_first_gp_codes_cache()
return set.union(codes, first_codes)
@@ -528,9 +563,9 @@
data = get_gp_list()
list = []
for d in data:
- if d[0:2] == '00':
+ if tool.is_sz_code(d):
list.append("SZSE.{}".format(d))
- elif d[0:2] == '60':
+ elif tool.is_sh_code(d):
list.append("SHSE.{}".format(d))
return list
@@ -542,9 +577,9 @@
# 鑾峰彇鏀剁洏浠�
@classmethod
def get_price_pre(cls, code):
- result = RedisUtils.get(cls.__redisManager.getRedis(), "price-pre-{}".format(code))
- if result is not None:
- return float(result)
+ fdatas = log_export.load_pre_close_price()
+ if code in fdatas:
+ return round(float(fdatas.get(code)), 2)
return None
# 鑾峰彇缂撳瓨
@@ -563,8 +598,9 @@
codes = get_gp_list()
if code not in codes and not FirstCodeManager().is_in_first_record_cache(code) and not force:
return
- RedisUtils.setex(cls.__redisManager.getRedis(), "price-pre-{}".format(code), tool.get_expire(), str(price))
- cls.__price_pre_cache[code] = float(price)
+ price = round(float(price), 2)
+ logger_pre_close_price.info(f"{code}-{price}")
+ cls.__price_pre_cache[code] = price
__limit_up_price_dict = {}
@@ -578,15 +614,27 @@
price = CodePrePriceManager.get_price_pre_cache(code)
if price is None:
return None
- limit_up_price = tool.to_price(decimal.Decimal(str(price)) * decimal.Decimal("1.1"))
+ limit_up_price = tool.to_price(decimal.Decimal(str(price)) * decimal.Decimal(tool.get_limit_up_rate(code)))
__limit_up_price_dict[code] = limit_up_price
return limit_up_price
-def get_limit_up_price_by_preprice(price):
+def get_limit_up_price_cache(code):
+ if code in __limit_up_price_dict:
+ return __limit_up_price_dict[code]
+ return None
+
+
+def get_limit_up_price_by_preprice(code, price):
if price is None:
return None
- return tool.to_price(decimal.Decimal(str(price)) * decimal.Decimal("1.1"))
+ return tool.to_price(decimal.Decimal(str(price)) * decimal.Decimal(f"{tool.get_limit_up_rate(code)}"))
+
+
+def get_limit_down_price_by_preprice(code, price):
+ if price is None:
+ return None
+ return tool.to_price(decimal.Decimal(str(price)) * decimal.Decimal(f"{tool.get_limit_down_rate(code)}"))
# 鑾峰彇璺屽仠浠�
@@ -594,7 +642,7 @@
price = CodePrePriceManager.get_price_pre_cache(code)
if price is None:
return None
- return tool.to_price(decimal.Decimal(str(price)) * decimal.Decimal("0.9"))
+ return tool.to_price(decimal.Decimal(str(price)) * decimal.Decimal(f"{tool.get_limit_down_rate(code)}"))
# 鑾峰彇鐜颁环
@@ -618,14 +666,12 @@
# datas:[(code,price)]
def set_prices(datas):
- pipe = __redisManager.getRedis().pipeline()
for d in datas:
code, price = d[0], d[1]
if code in __current_price_cache and __current_price_cache[code] == price:
continue
__current_price_cache[code] = price
- RedisUtils.setex(pipe, "price-{}".format(code), tool.get_expire(), price)
- pipe.execute()
+ RedisUtils.setex_async(__db, "price-{}".format(code), tool.get_expire(), price)
# 鑾峰彇姝ｅ湪鐩戝惉鐨勪唬鐮�
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