From f0248f54f90a12f491245f0ee3ccfbe8f477a76b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 22 十二月 2023 14:24:20 +0800
Subject: [PATCH] bug修复
---
third_data/data_server.py | 289 +++++++++++++++++++++++++++++++++++++++++++++++----------
1 files changed, 235 insertions(+), 54 deletions(-)
diff --git a/third_data/data_server.py b/third_data/data_server.py
index fbe39e9..929abce 100644
--- a/third_data/data_server.py
+++ b/third_data/data_server.py
@@ -1,18 +1,22 @@
import http
import json
+import logging
import socketserver
+import threading
import time
from http.server import BaseHTTPRequestHandler
import dask
-from utils import global_util, tool
+from code_attribute.gpcode_manager import BlackListCodeManager
+from log_module.log import logger_system, logger_debug
+from utils import global_util, tool, data_export_util
from code_attribute import gpcode_manager
-from log_module import log, log_analyse
-from l2 import code_price_manager, l2_data_util
+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 output.limit_up_data_filter import IgnoreCodeManager
-from third_data import kpl_util, kpl_data_manager, kpl_api
-from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager
+from third_data import kpl_util, kpl_data_manager, kpl_api, block_info
+from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager, CodePlateKeyBuyManager
from third_data.history_k_data_util import HistoryKDatasUtils
from third_data.kpl_data_manager import KPLDataManager, KPLLimitUpDataRecordManager, \
KPLCodeLimitUpReasonManager
@@ -21,8 +25,12 @@
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
-from trade.l2_trade_util import BlackListCodeManager
+from trade import bidding_money_manager, trade_manager, l2_trade_util, trade_record_log_util
+import concurrent.futures
+
+# 绂佺敤http.server鐨勬棩蹇楄緭鍑�
+logger = logging.getLogger("http.server")
+logger.setLevel(logging.CRITICAL)
class DataServer(BaseHTTPRequestHandler):
@@ -39,6 +47,12 @@
# 绮鹃��,琛屼笟鏁版嵁缂撳瓨
__jingxuan_cache_dict = {}
__industry_cache_dict = {}
+ __latest_limit_up_codes_set = set()
+ __data_process_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10)
+
+ # 绂佺敤鏃ュ織杈撳嚭
+ def log_message(self, format, *args):
+ pass
def __get_limit_up_list(self):
# 缁熻鐩墠涓烘鐨勪唬鐮佹定鍋滄暟閲忥紙鍒嗘定鍋滃師鍥狅級
@@ -48,6 +62,7 @@
total_datas = KPLLimitUpDataRecordManager.total_datas
# 閫氳繃娑ㄥ仠鏃堕棿鎺掑簭
total_datas = list(total_datas)
+ current_reason_codes_dict = KPLLimitUpDataRecordManager.get_current_reason_codes_dict()
# 缁熻娑ㄥ仠鍘熷洜
limit_up_reason_dict = {}
@@ -58,7 +73,7 @@
for k in limit_up_reason_dict:
limit_up_reason_dict[k].sort(key=lambda x: int(x[5]))
# 缁熻鎯充拱鍗曟暟閲�
- want_codes = gpcode_manager.WantBuyCodesManager.list_code()
+ want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
limit_up_reason_want_count_dict = {}
for d in total_datas:
if d[2] not in limit_up_reason_want_count_dict:
@@ -70,13 +85,15 @@
(k, len(limit_up_reason_dict[k]), limit_up_reason_want_count_dict.get(k), limit_up_reason_dict[k][0][5]) for
k in
limit_up_reason_dict]
- limit_up_reason_statistic_info.sort(key=lambda x: int(x[3]))
+ limit_up_reason_statistic_info.sort(
+ key=lambda x: len(current_reason_codes_dict[x[0]]) if x[0] in current_reason_codes_dict else 0)
+ limit_up_reason_statistic_info.reverse()
codes_set = set([d[3] for d in total_datas])
# 鍒ゆ柇鏄緳鍑狅紝鍒ゆ柇鏄惁娑ㄥ仠锛屽垽鏂槸鍚︾偢鏉匡紝鍔犺浇鍒嗘暟
rank_dict = limit_up_data_filter.get_limit_up_time_rank_dict(total_datas)
limit_up_dict, limit_up_codes, open_limit_up_codes = limit_up_data_filter.get_limit_up_info(codes_set)
- score_dict = limit_up_data_filter.get_codes_scores_dict(codes_set)
+ score_dict = {}
fresult = []
ignore_codes = self.__IgnoreCodeManager.list_ignore_codes("1")
@@ -84,7 +101,7 @@
total_datas.reverse()
# 鑾峰彇娑ㄥ仠鍘熷洜鍙樺寲璁板綍
- reason_changes = log.load_kpl_reason_changes()
+ reason_changes = log_export.load_kpl_reason_changes()
reason_changes.reverse()
reason_changes_dict = {}
for r in reason_changes:
@@ -205,9 +222,9 @@
# --鏁版嵁鍑嗗寮�濮�--
codes_set = set([d[0] for d in temps])
limit_up_dict, limit_up_codes, open_limit_up_codes = limit_up_data_filter.get_limit_up_info(codes_set)
- score_dict = limit_up_data_filter.get_codes_scores_dict(codes_set)
- want_codes = gpcode_manager.WantBuyCodesManager.list_code()
- black_codes = BlackListCodeManager.list_codes()
+ score_dict = {}
+ want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
+ black_codes = BlackListCodeManager().list_codes()
total_datas = KPLLimitUpDataRecordManager.total_datas
code_info_dict = {}
for val in total_datas:
@@ -285,20 +302,93 @@
ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
code = ps_dict['code']
name = ps_dict.get('name')
+ 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:
+ data["code_name"] = f"{name} {code}"
- 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:
- data["code_name"] = f"{name} {code}"
+ self.__history_plates_dict[code] = (time.time(), data["kpl_code_info"]["code_records"])
+ if "plate" in data["kpl_code_info"]:
+ self.__blocks_dict[code] = (time.time(), data["kpl_code_info"]["plate"])
- self.__history_plates_dict[code] = (time.time(), data["kpl_code_info"]["code_records"])
- if "plate" in data["kpl_code_info"]:
- self.__blocks_dict[code] = (time.time(), data["kpl_code_info"]["plate"])
-
- response_data = json.dumps({"code": 0, "data": data})
- print("get_score_info 鑰楁椂锛�", time.time() - start_time)
+ response_data = json.dumps({"code": 0, "data": data})
+ print("get_score_info 鑰楁椂锛�", time.time() - start_time)
+ except Exception as e:
+ logger_debug.exception(e)
+ logging.exception(e)
# 鑾峰彇璇勫垎淇℃伅
pass
+ elif url.path == "/get_kpl_block_info":
+ start_time = time.time()
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict['code']
+ try:
+ data = code_info_output.get_kpl_block_info(code)
+ response_data = json.dumps({"code": 0, "data": data})
+ print("get_kpl_block_info 鑰楁椂锛�", time.time() - start_time)
+ except Exception as e:
+ logger_debug.exception(e)
+ logging.exception(e)
+
+ elif url.path == "/get_l2_datas":
+ # 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)
+ code_name = gpcode_manager.get_code_name(code)
+ response_data = json.dumps({"code": 0, "data": {"code": code, "code_name": code_name, "data": datas}})
+ elif url.path == "/get_trade_progress":
+ # 鑾峰彇浜ゆ槗杩涘害
+ 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)
+ response_data = json.dumps(
+ {"code": 0, "data": {"trade_progress": trade_progress, "is_default": is_default}})
+ 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']
+ 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)
+ # 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
+
+ response_data = json.dumps(
+ {"code": 0, "data": {"up": up_indexes, "down": down_indexes}})
+ elif url.path == "/get_h_cancel_datas":
+ # 鏈�鏂扮殑H鎾ゆ暟鎹�
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict['code']
+ buy_single_index = ps_dict.get('buy_single_index')
+ records = code_info_output.load_trade_record_cancel_watch_indexes(code,
+ trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_H)
+ # 鑾峰彇鏈�鏂扮殑L涓婁笌L涓�
+ records.reverse()
+ indexes = []
+ for r in records:
+ if buy_single_index and buy_single_index != r[1]:
+ continue
+ indexes = r[2]
+ break
+ response_data = json.dumps(
+ {"code": 0, "data": indexes})
elif url.path == "/kpl/get_limit_up_list":
response_data = self.__get_limit_up_list()
@@ -370,15 +460,17 @@
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�
codes_info.append(
- [d[3], d[4], tool.to_time_str(int(d[5])), d[3] not in now_limit_up_codes, False, False])
+ [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])])
codes_info.sort(key=lambda x: x[2])
# 鏌ヨ鏄惁涓烘兂涔板崟
- want_codes = gpcode_manager.WantBuyCodesManager.list_code()
+ want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
for code_info in codes_info:
code_info[4] = 1 if code_info[0] in want_codes else 0
# 鑾峰彇浠ｇ爜鐘舵��
- if trade_manager.get_trade_state(code_info[0]) != trade_manager.TRADE_STATE_NOT_TRADE:
- code_info[5] = True
+ if trade_manager.CodesTradeStateManager().get_trade_state_cache(
+ code_info[0]) != trade_manager.TRADE_STATE_NOT_TRADE:
+ code_info[5] = 1
response_data = json.dumps({"code": 0, "data": codes_info})
elif url.path == "/get_h_cancel_data":
@@ -390,11 +482,11 @@
l2_data_util.load_l2_data(code)
total_datas = l2_data_util.local_today_datas.get(code)
- trade_state = trade_manager.get_trade_state(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:
- hcancel_datas_dict, cancel_indexes_set = HourCancelBigNumComputer.get_watch_index_dict(code)
+ 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.get_h_cancel_compute_info(code)
+ h_cancel_latest_compute_info = log_export.get_h_cancel_compute_info(code)
if hcancel_datas_dict:
temp_list = [(k, hcancel_datas_dict[k][0]) for k in hcancel_datas_dict]
canceled_indexs = set([int(k.split("-")[0]) for k in cancel_indexes_set])
@@ -423,23 +515,37 @@
# 鑾峰彇涓婁釜浜ゆ槗鏃ョ殑鐩稿悓娑ㄥ仠鍘熷洜鐨勪唬鐮佷俊鎭�
ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
code = ps_dict["code"]
- day = HistoryKDatasUtils.get_previous_trading_date(tool.get_now_date_str())
- # 鑾峰彇娑ㄥ仠鏁版嵁
+ # 鑾峰彇鏄ㄦ棩娑ㄥ仠鏁版嵁
+ day = HistoryKDatasUtils.get_previous_trading_date_cache(tool.get_now_date_str())
+ limit_up_records = kpl_data_manager.KPLLimitUpDataRecordManager.list_all_cache(day)
+ reasons = []
+ for d in limit_up_records:
+ if d[3] == code:
+ reasons.append(d)
# 鑾峰彇浠ｇ爜鐨勫師鍥�
- reasons = kpl_data_manager.KPLLimitUpDataRecordManager.list_by_code(code, day)
if reasons:
reasons = list(reasons)
reasons.sort(key=lambda x: x[9])
reason = reasons[-1][2]
- datas = self.__kplDataManager.get_from_file(kpl_util.KPLDataType.LIMIT_UP, day)
+ # 鑾峰彇娑ㄥ仠鏁版嵁
+ datas = self.__kplDataManager.get_from_file_cache(kpl_util.KPLDataType.LIMIT_UP, day)
# (浠ｇ爜,鍚嶇О,棣栨娑ㄥ仠鏃堕棿,鏈�杩戞定鍋滄椂闂�,鍑犳澘,娑ㄥ仠鍘熷洜,鏉垮潡,瀹為檯娴侀��,涓诲姏鍑�棰�,娑ㄥ仠鍘熷洜浠ｇ爜,娑ㄥ仠鍘熷洜浠ｇ爜鏁伴噺)
- result_list = []
- for d in datas:
- if d[5] == reason and d[0] != code:
- # (浠ｇ爜,鍚嶇О)
- result_list.append((d[0], d[1]))
- response_data = json.dumps({"code": 0, "data": {"reason": reason, "data": result_list}})
+ yesterday_result_list = []
+ if datas:
+ for d in datas:
+ if d[5] == reason and d[0] != code:
+ # (浠ｇ爜,鍚嶇О)
+ yesterday_result_list.append((d[0], d[1]))
+ current_limit_up_list = kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas
+ current_result_list = []
+ if current_limit_up_list:
+ for c in current_limit_up_list:
+ if c[5] == reason and c[0] != code:
+ current_result_list.append((c[0], c[1]))
+ response_data = json.dumps({"code": 0, "data": {"reason": reason,
+ "data": {"yesterday": yesterday_result_list,
+ "current": current_result_list}}})
else:
response_data = json.dumps({"code": 1, "msg": "鏄ㄦ棩鏈定鍋�"})
@@ -474,6 +580,62 @@
self.__send_response(result_str)
def __process_kpl_data(self, data):
+ 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
+
+ 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 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_)
+
type_ = data["type"]
print("寮�鐩樺暒type:", type_)
if type_ == KPLDataType.BIDDING.value:
@@ -491,15 +653,7 @@
self.__kplDataManager.save_data(type_, result_list)
elif type_ == KPLDataType.LIMIT_UP.value:
result_list = kpl_util.parseDaBanData(data["data"], kpl_util.DABAN_TYPE_LIMIT_UP)
- if result_list:
- # 淇濆瓨娑ㄥ仠鏃堕棿
- for d in result_list:
- code = d[0]
- if code.find("00") == 0 or code.find("60") == 0:
- limit_up_time = time.strftime("%H:%M:%S", time.localtime(d[2]))
- code_price_manager.Buy1PriceManager.set_limit_up_time(code, limit_up_time)
- self.__kplDataManager.save_data(type_, result_list)
- kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list)
+ self.__data_process_thread_pool.submit(lambda: do_limit_up(result_list))
elif type_ == KPLDataType.OPEN_LIMIT_UP.value:
result_list = kpl_util.parseDaBanData(data["data"], kpl_util.DABAN_TYPE_OPEN_LIMIT_UP)
if result_list:
@@ -564,13 +718,40 @@
def run(addr, port):
# 杩愯鐪嬬洏娑堟伅閲囬泦
- kp_client_msg_manager.run_capture()
+ # kp_client_msg_manager.run_capture()
+ kpl_data_manager.run_pull_task()
+
handler = DataServer
# httpd = socketserver.TCPServer((addr, port), handler)
- httpd = ThreadedHTTPServer((addr, port), handler)
- print("HTTP server is at: http://%s:%d/" % (addr, port))
- httpd.serve_forever()
+ try:
+ httpd = ThreadedHTTPServer((addr, port), handler)
+ print("HTTP server is at: http://%s:%d/" % (addr, port))
+ httpd.serve_forever()
+ except Exception as e:
+ logger_system.exception(e)
+ logger_system.error(f"绔彛鏈嶅姟鍣細{port} 鍚姩澶辫触")
if __name__ == "__main__":
- run("0.0.0.0", 9004)
+ 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
+
+ response_data = json.dumps(
+ {"code": 0, "data": {"up": up_indexes, "down": down_indexes}})
--
Gitblit v1.8.0