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/data_server.py | 120 ++++++++++++++++++++++++++++++----------------------------- 1 files changed, 61 insertions(+), 59 deletions(-) diff --git a/third_data/data_server.py b/third_data/data_server.py index 7d506ff..1fba80d 100644 --- a/third_data/data_server.py +++ b/third_data/data_server.py @@ -14,7 +14,7 @@ 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, transaction_progress -from l2.cancel_buy_strategy import HourCancelBigNumComputer +from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer, LCancelRateManager from output.limit_up_data_filter import IgnoreCodeManager from third_data import kpl_util, kpl_data_manager, kpl_api, block_info from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager, CodePlateKeyBuyManager @@ -26,7 +26,7 @@ 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, trade_record_log_util +from trade import bidding_money_manager, trade_manager, l2_trade_util, trade_record_log_util, trade_constant import concurrent.futures # 绂佺敤http.server鐨勬棩蹇楄緭鍑� @@ -377,7 +377,7 @@ trade_progress, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code) # 鑾峰彇姝e湪鎴愪氦, 璁$畻鎴愪氦杩涘害 dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code) - percent = 0 + percent = 100 if dealing_info: total_datas = l2_data_util.local_today_datas.get(code) if str(total_datas[trade_progress]['val']["orderNo"]) == str(dealing_info[0]): @@ -522,7 +522,7 @@ 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: + code_info[0]) != trade_constant.TRADE_STATE_NOT_TRADE: code_info[5] = 1 response_data = json.dumps({"code": 0, "data": codes_info}) @@ -534,7 +534,7 @@ statistic = {} for result in results: for c in result[1]: - if not tool.is_shsz_code(c): + if not tool.is_can_buy_code(c): continue if code and code != c: continue @@ -566,7 +566,7 @@ total_datas = l2_data_util.local_today_datas.get(code) 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: + if trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED or trade_state == trade_constant.TRADE_STATE_BUY_SUCCESS: 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) @@ -708,61 +708,63 @@ 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 - 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 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 - self.__latest_limit_up_codes_set = codes_set + try: + 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 tool.is_can_buy_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 + self.__latest_limit_up_codes_set = codes_set - if limit_up_reasons: - # 缁熻娑ㄥ仠鍘熷洜鐨勭エ鐨勪釜鏁� - limit_up_reason_code_dict = {} - for code in limit_up_reasons: - b = limit_up_reasons[code] - if b not in limit_up_reason_code_dict: - limit_up_reason_code_dict[b] = set() - limit_up_reason_code_dict[b].add(code) - cancel_buy_strategy.LCancelRateManager.set_block_limit_up_count(limit_up_reason_code_dict) + if limit_up_reasons: + # 缁熻娑ㄥ仠鍘熷洜鐨勭エ鐨勪釜鏁� + limit_up_reason_code_dict = {} + for code in limit_up_reasons: + b = limit_up_reasons[code] + if b not in limit_up_reason_code_dict: + limit_up_reason_code_dict[b] = set() + limit_up_reason_code_dict[b].add(code) + 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 tool.is_shsz_code(code): - 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 = [] - # 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_) - + 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 tool.is_can_buy_code(code): + try: + # 鍒ゆ柇鏄惁涓嬪崟 + trade_state = trade_manager.CodesTradeStateManager().get_trade_state(code) + if trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_constant.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 = [] + # 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_) + except Exception as e: + logger_debug.exception(e) # 灏�"姒傚康"浜屽瓧鏇挎崲鎺� data = data_origin type_ = data["type"] -- Gitblit v1.8.0