From e6cbb6c96b6576da5eaf089cfa3dd6098cc6baf9 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 27 五月 2025 15:40:30 +0800
Subject: [PATCH] 人为修改大单阈值
---
trade/buy_radical/radical_buy_data_manager.py | 52 ++++++++++++++++
api/outside_api_command_callback.py | 21 +++++-
data_parser/transaction_big_order_parser.py | 70 ++++++++++++++++++----
3 files changed, 123 insertions(+), 20 deletions(-)
diff --git a/api/outside_api_command_callback.py b/api/outside_api_command_callback.py
index 27088d6..5eaa25a 100644
--- a/api/outside_api_command_callback.py
+++ b/api/outside_api_command_callback.py
@@ -54,7 +54,8 @@
from trade.huaxin import huaxin_trade_api, huaxin_trade_data_update, \
huaxin_trade_record_manager, huaxin_trade_order_processor, huaxin_sell_util
from trade.huaxin.huaxin_trade_record_manager import PositionManager, DealRecordManager, DelegateRecordManager
-from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, BeforeSubDealBigOrderManager
+from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, BeforeSubDealBigOrderManager, \
+ TotalDealBigOrderThresholdMoneyManager
from trade.sell import sell_manager
from trade.sell.sell_rule_manager import TradeRuleManager, SellRule
from trade.trade_data_manager import RadicalBuyDealCodesManager
@@ -1319,7 +1320,9 @@
if volumes_data:
is_new_top = code_nature_analyse.is_new_top(code,
gpcode_manager.get_limit_up_price_by_preprice(code,
- volumes_data[0]["close"]),
+ volumes_data[
+ 0][
+ "close"]),
volumes_data)
data = {
@@ -1476,8 +1479,18 @@
client_id,
request_id)
-
-
+ elif ctype == "set_total_deal_big_order_threshold_money":
+ code = data.get("code")
+ money = data.get("money")
+ if not code or not money:
+ self.send_response({"code": 1, "data": {}, "msg": "code/money涓虹┖"},
+ client_id,
+ request_id)
+ return
+ TotalDealBigOrderThresholdMoneyManager().set_money(code, int(money))
+ self.send_response({"code": 0, "data": {}},
+ client_id,
+ request_id)
except Exception as e:
logging.exception(e)
logger_debug.exception(e)
diff --git a/data_parser/transaction_big_order_parser.py b/data_parser/transaction_big_order_parser.py
index e986684..42aa437 100644
--- a/data_parser/transaction_big_order_parser.py
+++ b/data_parser/transaction_big_order_parser.py
@@ -194,9 +194,60 @@
))
-def extract_big_order_of_code(dir_path, code):
+def extract_big_order_of_code(dir_path, code=None):
"""
鎻愬彇浠ｇ爜鐨勫ぇ鍗�
+ @param dir_path: 鏁版嵁鐩綍
+ @param code: 涓虹┖琛ㄧず瀵煎嚭鍏ㄩ儴
+ @return:
+ """
+
+ def first_last(group):
+ """
+ 鑾峰彇绗竴鏉℃暟鎹笌鏈�鍚庝竴鏉�
+ @param group:
+ @return:
+ """
+ return pd.Series({
+ 'SecurityID': group['SecurityID'].iloc[0],
+ 'BuyNo': group['BuyNo'].iloc[0],
+ 'TotalVolume': group['TotalVolume'].sum(),
+ 'TotalAmount': group['TotalAmount'].sum(),
+ 'EndTime': group['EndTime'].iloc[-1],
+ 'EndPrice': group['EndPrice'].iloc[-1],
+ 'StartTime': group['StartTime'].iloc[0],
+ 'StartPrice': group['StartPrice'].iloc[0]
+ })
+
+ combined_path = os.path.join(dir_path, 'combined.csv')
+ if not os.path.exists(combined_path):
+ print("鎷兼帴鏁版嵁涓嶅瓨鍦�")
+ return
+ df = pd.read_csv(combined_path)
+ df_copy = df.copy()
+ if code:
+ df_copy = df_copy[df_copy["SecurityID"] == int(code)]
+ if df_copy.empty:
+ print("鐩爣浠ｇ爜瀵瑰簲鎴愪氦鏁版嵁涓虹┖")
+ return
+ df_copy["SecurityID"] = df_copy["SecurityID"].apply(BigOrderDealParser.code_format)
+ # 鎸塖ecurityID鍜孊uyNo鍒嗙粍
+ grouped = df_copy.groupby(['SecurityID', 'BuyNo'])
+ grouped_result = grouped.apply(first_last)
+ grouped_result = grouped_result[grouped_result["TotalAmount"] > 500000]
+ # print(grouped_result)
+ # 閬嶅巻鍐呭
+ if code:
+ grouped_result.to_csv(os.path.join(dir_path, f"big_buy_{code}.csv"), index=False)
+ else:
+ grouped_result.to_csv(os.path.join(dir_path, f"big_buy.csv"), index=False)
+ print("淇濆瓨鎴愬姛")
+
+
+def extract_big_order_codes(dir_path):
+ """
+ 瀵煎嚭澶у崟浠ｇ爜
+ @param dir_path: 鏁版嵁鐩綍
@param code:
@return:
"""
@@ -208,12 +259,6 @@
@return:
"""
return pd.Series({
- 'TotalAmount': group['TotalAmount'].sum(),
- 'TotalVolume': group['TotalVolume'].sum(),
- 'StartTime': group['StartTime'].iloc[0],
- 'StartPrice': group['StartPrice'].iloc[0],
- 'EndTime': group['EndTime'].iloc[-1],
- 'EndPrice': group['EndPrice'].iloc[-1]
})
combined_path = os.path.join(dir_path, 'combined.csv')
@@ -222,21 +267,18 @@
return
df = pd.read_csv(combined_path)
df_copy = df.copy()
- df_copy = df_copy[df_copy["SecurityID"] == int(code)]
if df_copy.empty:
print("鐩爣浠ｇ爜瀵瑰簲鎴愪氦鏁版嵁涓虹┖")
return
df_copy["SecurityID"] = df_copy["SecurityID"].apply(BigOrderDealParser.code_format)
# 鎸塖ecurityID鍜孊uyNo鍒嗙粍
- grouped = df_copy.groupby(['SecurityID', 'BuyNo'])
- grouped_result = grouped.apply(first_last)
- grouped_result = grouped_result[grouped_result["TotalAmount"] > 500000]
- grouped_result.to_csv(os.path.join(dir_path, f"{code}.csv"))
- print("淇濆瓨鎴愬姛")
+ grouped = df_copy.groupby(['SecurityID'])
+ return set(grouped.groups.keys())
if __name__ == "__main__":
# pre_process_transactions("E:/娴嬭瘯鏁版嵁/Transaction_Test.csv")
# pre_process_ngtsticks("E:/娴嬭瘯鏁版嵁/NGTSTick_Test.csv")
# concat_pre_transactions("E:/娴嬭瘯鏁版嵁/Transaction_Test")
- extract_big_order_of_code("E:/娴嬭瘯鏁版嵁/Transaction_Test", "000017")
+ # extract_big_order_codes("E:/娴嬭瘯鏁版嵁/Transaction_Test")
+ extract_big_order_of_code("E:/娴嬭瘯鏁版嵁/Transaction_Test")
diff --git a/trade/buy_radical/radical_buy_data_manager.py b/trade/buy_radical/radical_buy_data_manager.py
index e8a73e0..aab4f22 100644
--- a/trade/buy_radical/radical_buy_data_manager.py
+++ b/trade/buy_radical/radical_buy_data_manager.py
@@ -314,6 +314,45 @@
@tool.singleton
+class TotalDealBigOrderThresholdMoneyManager:
+ """
+ 绱鎴愪氦澶у崟闃堝�肩鐞嗭紙浜轰负璁剧疆锛�
+ """
+ __db = 3
+ __total_big_order_threshold = {}
+
+ def __init__(self):
+ self.__load_data()
+
+ def __load_data(self):
+ keys = redis_manager.RedisUtils.keys(self.__get_redis(), "total_radical_big_order_threshold-*")
+ for k in keys:
+ code = k.split("-")[1]
+ val = redis_manager.RedisUtils.get(self.__get_redis(), k)
+ val = int(val)
+ self.__total_big_order_threshold[code] = val
+
+ def set_money(self, code, money):
+ """
+ 璁剧疆閲戦
+ @param code:
+ @param money:
+ @return:
+ """
+ self.__total_big_order_threshold[code] = money
+ redis_manager.RedisUtils.setex_async(self.__db, f"total_radical_big_order_threshold-{code}", tool.get_expire(),
+ money)
+
+ def get_money_cache(self, code):
+ """
+ 鑾峰彇缂撳瓨
+ @param code:
+ @return:
+ """
+ return self.__total_big_order_threshold.get(code)
+
+
+@tool.singleton
class RadicalCodeMarketInfoManager:
"""
婵�杩涗拱鐨勭エ琛屾儏鏁版嵁绠＄悊
@@ -617,7 +656,12 @@
code)
if deal_money >= 2 * THRESHOLD_MONEY:
gpcode_manager.WhiteListCodeManager().add_code(code)
- trade_record_log_util.add_common_msg(code, "鍔犵櫧", f"{code}澶у崟鎴愪氦瓒冲鍔犵櫧锛� 鏈壒娆℃垚浜ら噾棰�-{deal_money}/{THRESHOLD_MONEY * 2} 绱澶у崟閲戦锛歿total_deal_big_order_result[1]}/{total_deal_big_order_result[2]}")
+ trade_record_log_util.add_common_msg(code, "鍔犵櫧",
+ f"{code}澶у崟鎴愪氦瓒冲鍔犵櫧锛� 鏈壒娆℃垚浜ら噾棰�-{deal_money}/{THRESHOLD_MONEY * 2} 绱澶у崟閲戦锛歿total_deal_big_order_result[1]}/{total_deal_big_order_result[2]}")
+ else:
+ async_log_util.info(logger_debug,
+ f"{code}-鎴愪氦澶у崟灏�({deal_money}/{2 * THRESHOLD_MONEY}锛屾渶灏忚鍗曞彿-{order_begin_pos.min_order_no})锛屼笉鑳藉姞鐧�")
+
except Exception as e:
logger_debug.exception(e)
async_log_util.info(logger_debug, f"澶勭悊鎴愪氦澶у崟瓒冲鍔犵櫧鐨勯棶棰�:{str(e)}")
@@ -1729,7 +1773,11 @@
if tool.is_ge_code(code):
TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT *= 3.3
- TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY = TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT * THRESHOLD_MONEY
+ human_setting_money = TotalDealBigOrderThresholdMoneyManager().get_money_cache(code)
+ if human_setting_money is not None:
+ TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY = int(human_setting_money)
+ else:
+ TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY = TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT * THRESHOLD_MONEY
# if is_for_buy and is_temp_threshold_money:
# # 棣栨涓婃澘涔板叆锛屽ぇ鍗曢槇鍊兼墦3鎶�
--
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