From cd5863943c5c207601df5c91ec1159c41fb044fb Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 04 九月 2024 18:13:52 +0800
Subject: [PATCH] 小群撤参数修改
---
huaxin_client/l1_api_client.py | 105 +++++++++++++++++++++++++++++++++-
servers/data_server.py | 3
utils/buy_strategy_util.py | 2
utils/data_export_util.py | 27 +++++++-
4 files changed, 125 insertions(+), 12 deletions(-)
diff --git a/huaxin_client/l1_api_client.py b/huaxin_client/l1_api_client.py
index ea3a837..dab8a67 100644
--- a/huaxin_client/l1_api_client.py
+++ b/huaxin_client/l1_api_client.py
@@ -3,7 +3,7 @@
import time
import qcvalueaddproapi
-import sys
+from utils import tool
global g_userid, g_passwd, g_address, g_port, g_seqnum
g_seqnum = 100000
@@ -29,10 +29,15 @@
def queryTradeCalendar(self):
try:
queryField = qcvalueaddproapi.CQCVDReqQryShareCalendarField()
- queryField.BegDate = "20240701"
- queryField.EndDate = "20240801"
- queryField.PageCount = 100
+ # queryField.BegDate = "20240704"
+ queryField.EndDate = "20240904"
+ queryField.PageCount = 10
queryField.PageLocate = 1
+ if queryField.BegDate:
+ queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_ASC
+ if queryField.EndDate:
+ queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_DESC
+
request_id = self.__create_request_id()
results = self.m_api.ReqReqQryShareCalendar(queryField, request_id)
for i in range(0, 1000):
@@ -40,6 +45,57 @@
return self.__result_cache
time.sleep(0.002)
print("ReqReqQryShareCalendar:", results)
+ except Exception as e:
+ logging.exception(e)
+
+ def queryBars(self, code, begin_date, end_date):
+ try:
+ queryField = qcvalueaddproapi.CQCVDReqQryStockDayQuotationField()
+ queryField.BegDate = begin_date.replace("-", "")
+ queryField.EndDate = end_date.replace("-", "")
+ if tool.is_sh_code(code):
+ queryField.ExchangeID = qcvalueaddproapi.QCVD_EXD_SSE
+ else:
+ queryField.ExchangeID = qcvalueaddproapi.QCVD_EXD_SZSE
+ queryField.SecurityID = code
+ # queryField.PageCount = 10
+ queryField.PageLocate = 1
+ queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_DESC
+
+ request_id = self.__create_request_id()
+ results = self.m_api.ReqReqQryStockDayQuotation(queryField, request_id)
+ for i in range(0, 1000):
+ if request_id in self.__result_cache:
+ results = self.__result_cache[request_id]
+ # 鏈�鏂扮殑澶嶆潈鍥犲瓙
+ start_adjust_factor = None
+ for i in range(0, len(results)):
+ d = results[i]
+ if not start_adjust_factor:
+ start_adjust_factor = d["AdjustFactor"]
+ # 澶嶆潈浠锋牸
+ if start_adjust_factor != d["AdjustFactor"]:
+ # 寮�濮嬪鏉�
+ d["PreClosePrice"] = round(d["AdjustFactor"] * d["PreClosePrice"] / start_adjust_factor, 4)
+ d["OpenPrice"] = round(d["AdjustFactor"] * d["OpenPrice"] / start_adjust_factor, 4)
+ d["HighPrice"] = round(d["AdjustFactor"] * d["HighPrice"] / start_adjust_factor, 4)
+ d["LowPrice"] = round(d["AdjustFactor"] * d["LowPrice"] / start_adjust_factor, 4)
+ d["ClosePrice"] = round(d["AdjustFactor"] * d["ClosePrice"] / start_adjust_factor, 4)
+ fresults = []
+ for r in results:
+ fresults.append({"sec_id": r["SecurityID"],
+ "open": r["TradingDay"],
+ "high": r["HighPrice"],
+ "low": r["LowPrice"],
+ "close": r["ClosePrice"],
+ "volume": r["Volume"],
+ "pre_close": r["PreClosePrice"],
+ "bob": f"{r['TradingDay'][:4]}-{r['TradingDay'][4:6]}-{r['TradingDay'][6:]} 00:00:00",
+ "amount": r["Turnover"]
+ })
+ return fresults
+ time.sleep(0.002)
+ print("ReqReqQryStockDayQuotation:", results)
except Exception as e:
logging.exception(e)
@@ -66,7 +122,8 @@
if (pRspInfo.ErrorID == 0):
# 鐧诲綍鎴愬姛鍚庣洿鎺ユ煡璇�
# self.ReqInquiryHistoryDelivery()
- threading.Thread(target=lambda : print("浜ゆ槗鏃ュ巻锛�", self.queryTradeCalendar())).start()
+ # threading.Thread(target=lambda : print("浜ゆ槗鏃ュ巻锛�", self.queryTradeCalendar())).start()
+ threading.Thread(target=lambda: print("鏃锛�", self.queryBars())).start()
def ReqQryGGTEODPrices(self):
QryField = qcvalueaddproapi.CQCVDQryGGTEODPricesField()
@@ -77,6 +134,15 @@
self.m_api.ReqQryInvestor(QryField, new_seqnum())
def OnRspInquiryShareCalendar(self, pShareCalendar, pRspInfo, nRequestID, bIsPageLast, bIsTotalLast):
+ """
+ 浜ゆ槗鏃ュ巻鍝嶅簲
+ @param pShareCalendar:
+ @param pRspInfo:
+ @param nRequestID:
+ @param bIsPageLast:
+ @param bIsTotalLast:
+ @return:
+ """
if nRequestID not in self.__temp_cache:
self.__temp_cache[nRequestID] = []
@@ -87,6 +153,35 @@
self.__temp_cache.pop(nRequestID)
print("OnRspInquiryShareCalendar:", self.__result_cache[nRequestID])
+ def OnRspInquiryStockDayQuotation(self, pStockDayQuotation, pRspInfo, nRequestID, bIsPageLast, bIsTotalLast):
+ """
+ 鏃鍝嶅簲
+ @param pStockDayQuotation:
+ @param pRspInfo:
+ @param nRequestID:
+ @param bIsPageLast:
+ @param bIsTotalLast:
+ @return:
+ """
+ if nRequestID not in self.__temp_cache:
+ self.__temp_cache[nRequestID] = []
+
+ print("鏄惁鏈〉鏌ヨ瀹屾瘯锛�", bIsPageLast)
+
+ if not bIsPageLast:
+ self.__temp_cache[nRequestID].append({
+ "SecurityID": pStockDayQuotation.SecurityID, "TradingDay": pStockDayQuotation.TradingDay,
+ "AdjustFactor": pStockDayQuotation.AdjustFactor, "PreClosePrice": pStockDayQuotation.PreClosePrice,
+ "OpenPrice": pStockDayQuotation.OpenPrice, "HighPrice": pStockDayQuotation.HighPrice,
+ "LowPrice": pStockDayQuotation.LowPrice,
+ "ClosePrice": pStockDayQuotation.ClosePrice, "Volume": int(pStockDayQuotation.Volume * 100),
+ "Turnover": int(pStockDayQuotation.Turnover * 1000)
+ })
+ else:
+ self.__result_cache[nRequestID] = self.__temp_cache[nRequestID]
+ self.__temp_cache.pop(nRequestID)
+ print("OnRspInquiryStockDayQuotation:", len(self.__result_cache[nRequestID]))
+
def main():
# if (len(sys.argv)< 5):
diff --git a/servers/data_server.py b/servers/data_server.py
index 0ad6174..f12c0fb 100644
--- a/servers/data_server.py
+++ b/servers/data_server.py
@@ -361,6 +361,7 @@
code = ps_dict['code']
date = ps_dict.get('date')
time_str = ps_dict.get('time')
+ end_index = ps_dict.get('end_index')
total_datas = l2_data_util.local_today_datas.get(code)
if not total_datas:
total_datas = []
@@ -368,7 +369,7 @@
total_datas = None
else:
date = tool.get_now_date_str()
- delegate_datas = data_export_util.get_l2_datas(code, total_datas, date=date)
+ delegate_datas = data_export_util.get_l2_datas(code, total_datas, date=date, end_index=end_index)
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,
diff --git a/utils/buy_strategy_util.py b/utils/buy_strategy_util.py
index 545d09c..93c60d6 100644
--- a/utils/buy_strategy_util.py
+++ b/utils/buy_strategy_util.py
@@ -45,7 +45,7 @@
break
continue
# 涓庡綋鍓嶆椂闂寸浉宸�3s鐨勭粨鏉�
- if tool.trade_time_sub_with_ms(end_time_with_ms, l2_data_util.L2DataUtil.get_time_with_ms(val)) > 6000:
+ if tool.trade_time_sub_with_ms(end_time_with_ms, l2_data_util.L2DataUtil.get_time_with_ms(val)) > 10000:
break
cancel_count += 1
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 8e3137d..046716c 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -1,6 +1,7 @@
"""
鏁版嵁瀵煎嚭宸ュ叿
"""
+import copy
import json
import logging
import os
@@ -13,7 +14,7 @@
import l2.l2_data_util
from l2.huaxin import l2_huaxin_util
from log_module import log, log_export
-from l2 import l2_data_source_util
+from l2 import l2_data_source_util, l2_data_util
from log_module.log import logger_debug
from trade import deal_big_money_manager
from utils import tool
@@ -29,7 +30,7 @@
# 鑾峰彇L2鐨勬暟鎹�
-def get_l2_datas(code, today_datas=None, date=None, max_time=None):
+def get_l2_datas(code, today_datas=None, date=None, end_index=None):
__start_time = time.time()
if date is None:
date = tool.get_now_date_str()
@@ -66,6 +67,14 @@
active_sell_set = active_sell_map.get(code)
if not active_sell_set:
active_sell_set = set()
+ # 濡傛灉鏈夋埅鑷充綅缃�
+ if end_index:
+ datas = copy.deepcopy(datas)
+ for i in range(len(datas)):
+ if datas[i]["index"] == end_index:
+ datas = datas[:i]
+ break
+
fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
active_sell_set, cancel_reasons)
return fdatas
@@ -93,6 +102,11 @@
if trade_indexs[i][1] == index:
return trade_indexs[i]
return None
+
+ # 鏈�鏂扮殑涓�鏉℃暟鎹�
+ latest_data = datas[-1]
+ latest_time_str_with_ms = l2.l2_data_util.L2DataUtil.get_time_with_ms(latest_data["val"])
+
# 鏁版嵁棰勫鐞�
num_operate_map = {}
@@ -200,7 +214,8 @@
if int(data["val"]["operateType"]) == 0:
cancel_data = l2.l2_data_util.local_today_canceled_buyno_map.get(code).get(str(data["val"]["orderNo"]))
# 涔�
- if cancel_data:
+ if cancel_data and latest_data["index"] >= cancel_data["index"]:
+ # 濡傛灉鎾ゅ崟绱㈠紩涓嶈兘姣旀渶杩戞暟鎹储寮曡繕澶�
try:
left_num = data["val"]["num"] - cancel_data["val"]["num"]
if left_num > 0:
@@ -213,8 +228,10 @@
else:
deal_info = deal_list_dict.get(str(data["val"].get("orderNo")))
if deal_info and len(deal_info) >= 5:
- cancel_info = l2_huaxin_util.convert_time(deal_info[4],
- with_ms=True)
+ # 鎴愪氦鏃堕棿涓嶈兘姣斿綋鍓嶇储寮曟椂闂村ぇ
+ if tool.trade_time_sub_with_ms(cancel_info , latest_time_str_with_ms) <= 0:
+ cancel_info = l2_huaxin_util.convert_time(deal_info[4],
+ with_ms=True)
format_data.append(cancel_info)
cancel_order_info = None
if trade_info:
--
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