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
---
third_data/code_plate_key_manager.py | 110 +++++++++++++++++++++++++++++++++++++++++-------------
1 files changed, 83 insertions(+), 27 deletions(-)
diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py
index 36a7fd8..d92d255 100644
--- a/third_data/code_plate_key_manager.py
+++ b/third_data/code_plate_key_manager.py
@@ -11,14 +11,14 @@
from code_attribute import code_nature_analyse
from db.redis_manager_delegate import RedisUtils
from third_data import kpl_block_util, kpl_api, kpl_util
-from trade.trade_manager import MarketSituationManager
+from settings.trade_setting import MarketSituationManager
from utils import global_util, tool, buy_condition_util
from log_module import log, async_log_util
from db import redis_manager_delegate as redis_manager
from log_module.log import logger_kpl_block_can_buy
from third_data.kpl_util import KPLPlatManager
-from trade import trade_manager, l2_trade_util
+from trade import trade_manager, l2_trade_util, trade_constant
# 浠ｇ爜绮鹃�夋澘鍧楃鐞�
@@ -93,7 +93,7 @@
# logger_kpl_block_can_buy.info(f"鍑嗗鏇存柊绮鹃�夋澘鍧楋細{code}-{buy_1_price}-{limit_up_price}")
if limit_up_price and buy_1_price:
# 澶勭悊涔�1,鍗�1淇℃伅
- pre_close_price = round(float(limit_up_price) / 1.1, 2)
+ pre_close_price = round(float(limit_up_price) / tool.get_limit_up_rate(code), 2)
# 濡傛灉娑ㄥ箙澶т簬7%灏辫鍙栨澘鍧�
price_rate = (buy_1_price - pre_close_price) / pre_close_price
if price_rate > 0.07:
@@ -137,6 +137,48 @@
except Exception as e:
logger_kpl_block_can_buy.error(f"{code} 鑾峰彇鏉垮潡鍑洪敊")
logger_kpl_block_can_buy.exception(e)
+
+
+# 绂佹涓嬪崟鐨勬澘鍧�
+class ForbiddenBlockManager:
+ __db = 3
+ __redisManager = redis_manager.RedisManager(3)
+ __instance = None
+ __forbidden_blocks = set()
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(ForbiddenBlockManager, cls).__new__(cls, *args, **kwargs)
+ cls.__load_data()
+ return cls.__instance
+
+ @classmethod
+ def __get_redis(cls):
+ return cls.__redisManager.getRedis()
+
+ # 鍔犺浇鏁版嵁
+ @classmethod
+ def __load_data(cls):
+ blocks = cls.__get_redis().smembers("forbidden_blocks")
+ if blocks:
+ for b in blocks:
+ cls.__forbidden_blocks.add(b)
+
+ def add(self, block):
+ self.__forbidden_blocks.add(block)
+ RedisUtils.sadd_async(self.__db, "forbidden_blocks", block)
+ RedisUtils.expire_async(self.__db, "forbidden_blocks", tool.get_expire())
+
+ def remove(self, block):
+ if block in self.__forbidden_blocks:
+ self.__forbidden_blocks.remove(block)
+ RedisUtils.srem_async(self.__db, "forbidden_blocks", block)
+
+ def get_blocks(self):
+ return copy.deepcopy(self.__forbidden_blocks)
+
+ def is_in(self, block):
+ return block in self.__forbidden_blocks
# 寮�鐩樺暒绂佹浜ゆ槗鏉垮潡绠＄悊
@@ -505,7 +547,7 @@
# 鏍规嵁韬綅绉婚櫎浠ｇ爜
# return
# 涓嬭繃鍗曠殑浠ｇ爜涓嶇Щ闄�
- if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) != trade_manager.TRADE_STATE_NOT_TRADE:
+ if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) != trade_constant.TRADE_STATE_NOT_TRADE:
# 鍙涓嬭繃鍗曠殑灏变笉绉婚櫎
return
l2_trade_util.forbidden_trade(code, msg=msg)
@@ -695,14 +737,20 @@
block_codes = current_limit_up_block_codes_dict.get(block)
if block_codes is None:
block_codes = set()
+ # 鍘嗗彶娑ㄥ仠浠ｇ爜
+ block_codes_records = set()
+ if limit_up_record_datas:
+ for k in limit_up_record_datas:
+ if block in code_limit_up_reasons_dict.get(k[3]):
+ block_codes_records.add(k[3])
if not block_codes:
# 楂樹綅鏉挎硾鍖栨澘鍧椾腑鏃犳澘鍧�
if not high_level_block_codes.get(block):
- return False, True, f"{block}:鏉垮潡鏃犳定鍋�", False, False
+ return False, True, f"{block}:鏉垮潡鏃犳定鍋�", False, False, 0, 0, 0
elif len(block_codes) == 1 and code in block_codes:
if not high_level_block_codes.get(block):
- return False, True, f"{block}:鏉垮潡鍙湁褰撳墠浠ｇ爜娑ㄥ仠", False, False
+ return False, True, f"{block}:鏉垮潡鍙湁褰撳墠浠ｇ爜娑ㄥ仠", False, False, 0, 0, 0
# 鍙互涔扮殑鏈�澶ф帓鍚�
# open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
# code_limit_up_reason_dict)
@@ -752,9 +800,11 @@
is_active_buy = cls.__is_need_active_buy(code, block, current_shsz_rank, len(current_open_limit_up_codes))
if current_shsz_rank < len(current_open_limit_up_codes) + max_rank:
- return True, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{current_shsz_rank}", is_strong_block, is_active_buy
+ return True, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{current_shsz_rank}", is_strong_block, is_active_buy, current_shsz_rank, len(
+ block_codes), len(block_codes_records)
else:
- return False, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{front_current_shsz_rank_codes} 瓒呰繃{len(current_open_limit_up_codes) + max_rank}涓�", is_strong_block, is_active_buy
+ return False, False, f"銆恵block}銆戝墠鎺掍唬鐮侊細{front_current_shsz_rank_codes} 瓒呰繃{len(current_open_limit_up_codes) + max_rank}涓�", is_strong_block, is_active_buy, current_shsz_rank, len(
+ block_codes), len(block_codes_records)
# 鑾峰彇鍙互涔扮殑鏉垮潡
# current_limit_up_datas: 浠婃棩瀹炴椂娑ㄥ仠
@@ -797,15 +847,17 @@
code_limit_up_reasons_dict = {}
load_code_block()
for block in keys:
- can_buy, unique, msg, is_strong, is_active_buy = cls.__is_block_can_buy_new(code, block,
- current_limit_up_datas,
- code_limit_up_reasons_dict,
- yesterday_current_limit_up_codes,
- limit_up_record_datas,
- current_limit_up_block_codes_dict,
- high_level_code_blocks=high_level_general_code_blocks,
- high_level_block_codes=high_level_general_block_codes)
- fresults.append((block, can_buy, unique, msg, is_strong, is_active_buy))
+ can_buy, unique, msg, is_strong, is_active_buy, current_rank, block_limit_up_count, block_limit_up_record_count = cls.__is_block_can_buy_new(
+ code, block,
+ current_limit_up_datas,
+ code_limit_up_reasons_dict,
+ yesterday_current_limit_up_codes,
+ limit_up_record_datas,
+ current_limit_up_block_codes_dict,
+ high_level_code_blocks=high_level_general_code_blocks,
+ high_level_block_codes=high_level_general_block_codes)
+ fresults.append((block, can_buy, unique, msg, is_strong, is_active_buy, current_rank, block_limit_up_count,
+ block_limit_up_record_count))
return fresults, keys
# 鏄惁鍙互涓嬪崟
@@ -814,7 +866,7 @@
@classmethod
def can_buy(cls, code):
if constant.TEST:
- return ["娴嬭瘯"], True, cls.BLOCK_TYPE_NONE, [], set(), ["鍖栧伐"]
+ return [("娴嬭瘯", 0, 1, 1)], True, cls.BLOCK_TYPE_NONE, [], set(), ["鍖栧伐"]
# if True:
# # 娴嬭瘯
# return True, "涓嶅垽鏂澘鍧楄韩浣�"
@@ -841,9 +893,9 @@
if not blocks_compute_results:
return False, True, f"娌℃湁鎵惧埌鏉垮潡", [], keys, []
codes_delegate = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache(
- {trade_manager.TRADE_STATE_BUY_DELEGATED, trade_manager.TRADE_STATE_BUY_PLACE_ORDER}))
+ {trade_constant.TRADE_STATE_BUY_DELEGATED, trade_constant.TRADE_STATE_BUY_PLACE_ORDER}))
codes_success = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache(
- {trade_manager.TRADE_STATE_BUY_SUCCESS}))
+ {trade_constant.TRADE_STATE_BUY_SUCCESS}))
codes = codes_delegate | codes_success
# 缁熻鎴愪氦浠ｇ爜鐨勬澘鍧�
trade_codes_blocks_dict = {}
@@ -891,13 +943,17 @@
# 寮哄娍涓荤嚎鏈�澶氬悓鏃舵寕3鍙エ锛屾渶澶氭垚浜�2鍙エ
MAX_DELEGATE_COUNT = 3 if r[4] else 2
MAX_DEAL_COUNT = 2 if r[4] else 1
- if r[0] in trade_success_blocks_count and len(trade_success_blocks_count[r[0]]) >= MAX_DEAL_COUNT:
- msg_list.append(f"銆恵r[0]}銆戞湁鎴愪氦浠ｇ爜锛歿trade_success_blocks_count[r[0]]}")
- continue
- if r[0] in trade_delegate_blocks_count and len(trade_delegate_blocks_count[r[0]]) >= MAX_DELEGATE_COUNT:
- msg_list.append(f"銆恵r[0]}銆戝凡鎸傚崟锛歿trade_delegate_blocks_count[r[0]]}")
- continue
- can_buy_blocks.append(r[0])
+ # if r[0] in trade_success_blocks_count and len(trade_success_blocks_count[r[0]]) >= MAX_DEAL_COUNT:
+ # msg_list.append(f"銆恵r[0]}銆戞湁鎴愪氦浠ｇ爜锛歿trade_success_blocks_count[r[0]]}")
+ # continue
+ # if r[0] in trade_delegate_blocks_count and len(trade_delegate_blocks_count[r[0]]) >= MAX_DELEGATE_COUNT:
+ # msg_list.append(f"銆恵r[0]}銆戝凡鎸傚崟锛歿trade_delegate_blocks_count[r[0]]}")
+ # continue
+ if len(r) > 8:
+ can_buy_blocks.append((r[0], r[6], r[7], r[8]))
+ else:
+ # 锛堟澘鍧楀悕绉�,韬綅,鏉垮潡娑ㄥ仠鏁伴噺锛�
+ can_buy_blocks.append((r[0], 0, 1, 1))
if r[4]:
can_buy_strong_blocks.append(r[0])
if r[3]:
--
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