From d1df4e77d2188ff3ad84b66fb2ba7f9bc738031d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 12 八月 2025 14:48:13 +0800
Subject: [PATCH] 记录L1的最大价格信息
---
code_attribute/today_max_price_manager.py | 60 ++++++++++++++++++++
trade/buy_radical/radical_buy_data_manager.py | 10 +++
l2/huaxin/huaxin_target_codes_manager.py | 17 +----
servers/huaxin_trade_server.py | 11 +++
l2/l2_data_manager_new.py | 37 ++----------
5 files changed, 93 insertions(+), 42 deletions(-)
diff --git a/code_attribute/today_max_price_manager.py b/code_attribute/today_max_price_manager.py
new file mode 100644
index 0000000..49a1dfe
--- /dev/null
+++ b/code_attribute/today_max_price_manager.py
@@ -0,0 +1,60 @@
+# 娑ㄥ仠鏃堕棿绠＄悊鍣�
+"""
+浠婃棩鏈�楂樹环绠＄悊
+"""
+import json
+
+from db import redis_manager_delegate as redis_manager
+from db.redis_manager_delegate import RedisUtils
+from log_module import async_log_util
+from log_module.log import logger_debug
+from utils import global_util, tool
+
+
+class MaxPriceInfoManager:
+ __max_price_info_cache = {}
+ __db = 4
+ _redisManager = redis_manager.RedisManager(4)
+ __instance = None
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(MaxPriceInfoManager, cls).__new__(cls, *args, **kwargs)
+ cls.load_max_price_info()
+ return cls.__instance
+
+ @classmethod
+ def load_max_price_info(cls):
+ redis = cls._redisManager.getRedis()
+ keys = RedisUtils.keys(redis, "max_price_info-*", auto_free=False)
+ for key in keys:
+ code = key.replace("max_price_info-", "")
+ val = RedisUtils.get(redis, key, auto_free=False)
+ if val:
+ val = json.loads(val)
+ cls.__max_price_info_cache[code] = val
+
+ def set_price_info(self, code, price, time):
+ """
+ 璁剧疆浠锋牸淇℃伅
+ @param code:
+ @param price:
+ @param time:
+ @return:
+ """
+ old_price_info = self.__max_price_info_cache.get(code)
+ if old_price_info and old_price_info[0] >= price:
+ return
+ price_info = (price, time)
+ tool.CodeDataCacheUtil.set_cache(self.__max_price_info_cache, code, price_info)
+ RedisUtils.setex_async(
+ self.__db, "max_price_info-{}".format(code), tool.get_expire(), json.dumps(price_info))
+ async_log_util.info(logger_debug, f"鏈�澶х幇浠�-{price_info}")
+
+ def get_price_info_cache(self, code):
+ return self.__max_price_info_cache.get(code)
+
+
+if __name__ == "__main__":
+ list = [("1234578", "09:00:03", None), ("12345", "09:00:01", True), ("123456", "09:00:00", True),
+ ("123457", "09:00:04", False)]
diff --git a/l2/huaxin/huaxin_target_codes_manager.py b/l2/huaxin/huaxin_target_codes_manager.py
index 454474e..9e72116 100644
--- a/l2/huaxin/huaxin_target_codes_manager.py
+++ b/l2/huaxin/huaxin_target_codes_manager.py
@@ -8,6 +8,7 @@
import constant
from code_attribute import global_data_loader, code_volumn_manager, first_target_code_data_processor, gpcode_manager
from code_attribute.code_data_util import ZYLTGBUtil
+from code_attribute.today_max_price_manager import MaxPriceInfoManager
from db import redis_manager_delegate as redis_manager
from log_module import async_log_util
from log_module.log import logger_l2_codes_subscript, logger_debug
@@ -111,16 +112,8 @@
if zylt_volume and price > 0:
zylt = zylt_volume * price
if not zylt:
- try:
- __start_time = time.time()
- zylt = kpl_api.getZYLTAmount(code)
- async_log_util.info(logger_l2_codes_subscript,
- f"{request_id} {code}鑾峰彇鑷敱娴侀�氬競鍊艰�楁椂-{round((time.time() - __start_time) * 1000)}ms")
- # 淇濆瓨鑷敱娴侀�氳偂鏈�
- if zylt:
- ZYLTGBUtil.save_async(code, zylt, price)
- except:
- pass
+ # 榛樿20浜�
+ zylt = 20 * 1e8
if zylt:
limit_up_price = gpcode_manager.get_limit_up_price(code)
if not limit_up_price:
@@ -131,7 +124,6 @@
global_util.zyltgb_map[code] = int(zylt)
# 淇濆瓨浠婃棩瀹炴椂閲�
temp_volumns.append((code, d[3]))
-
zyltgb = 0
if code in global_util.zyltgb_map:
zyltgb = global_util.zyltgb_map[code]
@@ -150,7 +142,8 @@
yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
if yesterday_codes is None:
yesterday_codes = set()
- current_price_process_manager.accept_prices(tick_datas, request_id, in_blocks, yesterday_codes, top_out_blocks=out_blocks)
+ current_price_process_manager.accept_prices(tick_datas, request_id, in_blocks, yesterday_codes,
+ top_out_blocks=out_blocks)
except Exception as e:
logger_debug.exception(e)
finally:
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 19ad570..e708b44 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -821,38 +821,15 @@
if order_begin_pos.buy_volume_rate is None:
order_begin_pos.buy_volume_rate = 0.2
cancel_data, cancel_msg, cancel_type = None, "", None
- if order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL:
- if not cancel_data:
- cancel_data, cancel_msg, cancel_type = rd_cancel(order_begin_pos.buy_single_index,
- order_begin_pos.buy_exec_index)
+ if not cancel_data:
+ cancel_data, cancel_msg, cancel_type = rd_cancel(order_begin_pos.buy_single_index,
+ order_begin_pos.buy_exec_index)
- # 鎵叆涓嬪崟鍙湁L鎾�
- if not cancel_data:
- cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
- order_begin_pos.buy_exec_index)
- else:
- if not cancel_data:
- cancel_data, cancel_msg, cancel_type = rd_cancel(order_begin_pos.buy_single_index,
- order_begin_pos.buy_exec_index)
- if not cancel_data:
- cancel_data, cancel_msg = g_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
- cancel_type = trade_constant.CANCEL_TYPE_G
- # 渚濇澶勭悊
- if not cancel_data:
- cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
- order_begin_pos.buy_exec_index)
- # B鎾�
- if not cancel_data:
- cancel_data, cancel_msg = b_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
- cancel_type = trade_constant.CANCEL_TYPE_G
- if not cancel_data:
- cancel_data, cancel_msg = h_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
- cancel_type = trade_constant.CANCEL_TYPE_H
- # J鎾�
- if not cancel_data:
- cancel_data, cancel_msg = j_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
- cancel_type = trade_constant.CANCEL_TYPE_J
+ # 鎵叆涓嬪崟鍙湁L鎾�
+ if not cancel_data:
+ cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
+ order_begin_pos.buy_exec_index)
if cancel_data and not DCancelBigNumComputer().has_auto_cancel_rules(code):
try:
diff --git a/servers/huaxin_trade_server.py b/servers/huaxin_trade_server.py
index 8544e1d..f227183 100644
--- a/servers/huaxin_trade_server.py
+++ b/servers/huaxin_trade_server.py
@@ -19,6 +19,7 @@
from code_attribute.code_l1_data_manager import L1DataManager
from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, \
WantBuyCodesManager
+from code_attribute.today_max_price_manager import MaxPriceInfoManager
from huaxin_client import l2_data_transform_protocol, l1_subscript_codes_manager
from huaxin_client.trade_transform_protocol import TradeResponse
from l2 import l2_data_manager_new, l2_log, code_price_manager, l2_data_util, transaction_progress, \
@@ -399,6 +400,16 @@
datas = data["data"]
cls.__save_l1_current_price(datas)
cls.__process_buy_open_limit_up_datas(datas)
+
+ try:
+ # 璁板綍浠婃棩鏈�楂樹环
+ # 09:25涔嬪悗鎵嶅紑濮嬭褰�
+ if datas and tool.get_now_time_str() > '09:25:00':
+ for d in datas:
+ MaxPriceInfoManager().set_price_info(d[0], price=d[1], time=l2_huaxin_util.convert_time(d[9]))
+ except Exception as e:
+ logger_debug.exception(e)
+
# 鏍规嵁楂樻爣鐨勫疄鏃舵定骞呰绠楁媺榛戞澘鍧�
rate_dict = {d[0]: d[2] for d in datas}
cls.__process_l1_data_thread_pool.submit(
diff --git a/trade/buy_radical/radical_buy_data_manager.py b/trade/buy_radical/radical_buy_data_manager.py
index 2b99117..365ab61 100644
--- a/trade/buy_radical/radical_buy_data_manager.py
+++ b/trade/buy_radical/radical_buy_data_manager.py
@@ -11,6 +11,7 @@
import constant
import l2_data_util
from code_attribute.code_volumn_manager import CodeVolumeManager
+from code_attribute.today_max_price_manager import MaxPriceInfoManager
from l2 import l2_data_util as l2_data_util_new, l2_log, l2_data_manager
from code_attribute import code_nature_analyse, code_volumn_manager, gpcode_manager
from code_attribute.code_l1_data_manager import L1DataManager
@@ -2306,6 +2307,15 @@
@return:
"""
is_limit_up = code in LimitUpDataConstant.get_history_limit_up_codes()
+ # 鏄惁娑ㄥ仠
+ if not is_limit_up:
+ # 鏍规嵁L1鍒ゆ柇鏄惁娑ㄥ仠
+ max_price_info = MaxPriceInfoManager().get_price_info_cache(code)
+ limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
+ if max_price_info and abs(max_price_info[0] - limit_up_price)<0.001 and tool.trade_time_sub(tool.get_now_time_str(), max_price_info[1])>=3:
+ # 鏄定鍋滀环涓旀定鍋滄椂闂磋窛绂荤幇鍦�3s浠ヤ笂
+ is_limit_up = True
+
place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
if place_order_count is None:
place_order_count = 0
--
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