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 | 224 ++++++++++++++++++++++++++++++++++----------------------
1 files changed, 136 insertions(+), 88 deletions(-)
diff --git a/third_data/data_server.py b/third_data/data_server.py
index dec747d..1fba80d 100644
--- a/third_data/data_server.py
+++ b/third_data/data_server.py
@@ -8,12 +8,13 @@
import dask
from code_attribute.gpcode_manager import BlackListCodeManager, CodePrePriceManager
+from l2.l2_transaction_data_manager import HuaXinBuyOrderManager
from log_module.log import logger_system, logger_debug, logger_kpl_limit_up
from utils import global_util, tool, data_export_util, init_data_util
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
@@ -25,7 +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�
@@ -304,6 +305,7 @@
ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
code = ps_dict['code']
name = ps_dict.get('name')
+ date = ps_dict.get('date')
try:
data = code_info_output.get_output_params(code, self.__jingxuan_cache_dict, self.__industry_cache_dict)
if data["code_name"].find("None") > -1 and name:
@@ -319,7 +321,16 @@
logger_debug.exception(e)
logging.exception(e)
- # 鑾峰彇璇勫垎淇℃伅
+ elif url.path == "/get_trade_records":
+ # 鑾峰彇鎸傛挙淇℃伅
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict['code']
+ date = ps_dict.get('date')
+ local_today_datas = log_export.load_l2_from_log(date)
+ total_datas = local_today_datas.get(code)
+ trade_info = code_info_output.load_trade_record(code, total_datas, date)
+ response_data = json.dumps({"code": 0, "data": {"open_limit_up": trade_info[0], "records": trade_info[2]}})
+
elif url.path == "/get_l2_cant_buy_reasons":
# 鑾峰彇L2娌′拱鐨勫師鍥�
ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
@@ -344,9 +355,19 @@
# 鑾峰彇L2鐨勬暟鎹�
ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
code = ps_dict['code']
- datas = data_export_util.get_l2_datas(code, l2_data_util.local_today_datas.get(code))
+ date = ps_dict.get('date')
+ time_str = ps_dict.get('time')
+ total_datas = l2_data_util.local_today_datas.get(code)
+ if date or time_str:
+ total_datas = None
+ else:
+ date = tool.get_now_date_str()
+ delegate_datas = data_export_util.get_l2_datas(code, total_datas, date=date)
+ transaction_datas = data_export_util.get_l2_transaction_datas(code, date=date)
code_name = gpcode_manager.get_code_name(code)
- response_data = json.dumps({"code": 0, "data": {"code": code, "code_name": code_name, "data": datas}})
+ response_data = json.dumps({"code": 0, "data": {"code": code, "code_name": code_name,
+ "data": {"delegates": delegate_datas,
+ "transactions": transaction_datas}}})
except Exception as e:
logger_debug.exception(e)
elif url.path == "/get_trade_progress":
@@ -354,16 +375,26 @@
ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
code = ps_dict['code']
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 = 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]):
+ percent = int(dealing_info[1] / total_datas[trade_progress]['val']['num'])
response_data = json.dumps(
- {"code": 0, "data": {"trade_progress": trade_progress, "is_default": is_default}})
+ {"code": 0, "data": {"trade_progress": trade_progress, "is_default": is_default, "percent": percent}})
elif url.path == "/get_l_cancel_datas":
# 鏈�鏂扮殑l鎾ゆ暟鎹�
ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
code = ps_dict['code']
+ date = ps_dict.get('date')
+ if not date:
+ date = tool.get_now_date_str()
buy_single_index = ps_dict.get('buy_single_index')
if buy_single_index is not None:
buy_single_index = int(buy_single_index)
- records = code_info_output.load_trade_record_cancel_watch_indexes(code)
+ records = code_info_output.load_trade_record_cancel_watch_indexes(code, date=date)
# 鑾峰彇鏈�鏂扮殑L涓婁笌L涓�
records.reverse()
up_indexes = []
@@ -469,20 +500,20 @@
for d in record_limit_up_datas:
if kpl_util.filter_block(d[2]) != plate:
continue
- # 浠ｇ爜,鍚嶇О,娑ㄥ仠鏃堕棿,鏄惁鐐告澘,鏄惁鎯充拱,鏄惁宸茬粡涓嬭繃鍗�
+ # 浠ｇ爜,鍚嶇О,娑ㄥ仠鏃堕棿,鏄惁鐐告澘,鏄惁鎯充拱,鏄惁宸茬粡涓嬭繃鍗�,娑ㄥ仠鏃堕棿,鑷敱娴侀�氬競鍊�,鏄惁鍦ㄩ粦鍚嶅崟閲岄潰
codes_info.append(
[d[3], d[4], tool.to_time_str(int(d[5])), 1 if d[3] not in now_limit_up_codes else 0, 0, 0, d[12],
- output_util.money_desc(d[13]), 1])
+ output_util.money_desc(d[13]), 1, 1 if l2_trade_util.is_in_forbidden_trade_codes(d[3]) else 0])
for d in record_limit_up_datas:
if kpl_util.filter_block(d[2]) == plate:
continue
if plate not in [kpl_util.filter_block(k) for k in d[6].split("銆�")]:
continue
- # 浠ｇ爜,鍚嶇О,娑ㄥ仠鏃堕棿,鏄惁鐐告澘,鏄惁鎯充拱,鏄惁宸茬粡涓嬭繃鍗�
+ # 浠ｇ爜,鍚嶇О,娑ㄥ仠鏃堕棿,鏄惁鐐告澘,鏄惁鎯充拱,鏄惁宸茬粡涓嬭繃鍗�,娑ㄥ仠鏃堕棿,鑷敱娴侀�氬競鍊�,鏄惁鍦ㄩ粦鍚嶅崟閲岄潰
codes_info.append(
[d[3], d[4], tool.to_time_str(int(d[5])), 1 if d[3] not in now_limit_up_codes else 0, 0, 0, d[12],
- output_util.money_desc(d[13]), 0])
+ output_util.money_desc(d[13]), 0, 1 if l2_trade_util.is_in_forbidden_trade_codes(d[3]) else 0])
codes_info.sort(key=lambda x: x[2])
# 鏌ヨ鏄惁涓烘兂涔板崟
@@ -491,10 +522,40 @@
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})
+ elif url.path == "/kpl/get_open_limit_up_count_rank":
+ # 鑾峰彇鐐告澘娆℃暟鎺掕
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict.get("code")
+ results = log_export.load_kpl_open_limit_up()
+ statistic = {}
+ for result in results:
+ for c in result[1]:
+ if not tool.is_can_buy_code(c):
+ continue
+ if code and code != c:
+ continue
+ if c not in statistic:
+ statistic[c] = 0
+ statistic[c] += 1
+ # 鍊掑簭鎺�
+ statistic_list = [(k, statistic[k]) for k in statistic]
+ statistic_list.sort(key=lambda x: x[1], reverse=True)
+ fresults = []
+ limit_up_records = KPLLimitUpDataRecordManager.list_all_cache(tool.get_now_date_str())
+ limit_up_count_dict = {}
+ if limit_up_records:
+ for d in limit_up_records:
+ limit_up_count_dict[d[3]] = d[12]
+
+ for x in statistic_list:
+ fresults.append((x[0], gpcode_manager.get_code_name(x[0]), x[1], limit_up_count_dict.get(x[0])))
+
+ fresults = fresults[:30]
+ response_data = json.dumps({"code": 0, "data": fresults})
elif url.path == "/get_h_cancel_data":
ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
code = ps_dict["code"]
@@ -505,7 +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)
@@ -647,61 +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"]
@@ -789,7 +852,7 @@
def run(addr, port):
# 杩愯鐪嬬洏娑堟伅閲囬泦
# kp_client_msg_manager.run_capture()
- kpl_data_manager.run_pull_task()
+ kpl_data_manager.PullTask.run_pull_task()
handler = DataServer
# httpd = socketserver.TCPServer((addr, port), handler)
@@ -803,25 +866,10 @@
if __name__ == "__main__":
- code = "002676"
- buy_single_index = 716
- records = code_info_output.load_trade_record_cancel_watch_indexes(code)
- # 鑾峰彇鏈�鏂扮殑L涓婁笌L涓�
- records.reverse()
- up_indexes = []
- down_indexes = []
- for r in records:
- if buy_single_index and buy_single_index != r[1]:
- continue
- if r[0] == trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_L_UP:
- up_indexes = r[2]
- break
- for r in records:
- if buy_single_index and buy_single_index != r[1]:
- continue
- if r[0] == trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_L_DOWN:
- down_indexes = r[2]
- break
+ code = "603359"
+ records = code_info_output.load_trade_record_cancel_watch_indexes(code,
+ trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_H)
+ print(records)
- response_data = json.dumps(
- {"code": 0, "data": {"up": up_indexes, "down": down_indexes}})
+ # data = code_info_output.get_output_params(code, self.__jingxuan_cache_dict, self.__industry_cache_dict,
+ # trade_record_date=date)
--
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