From fb47d36048e94b9a506d5c153e3dd19a01e37df1 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 30 十月 2023 16:30:27 +0800
Subject: [PATCH] bug修复
---
third_data/code_plate_key_manager.py | 222 +++++++++++++++++++++++++++++++++++-------------------
1 files changed, 143 insertions(+), 79 deletions(-)
diff --git a/third_data/code_plate_key_manager.py b/third_data/code_plate_key_manager.py
index 74497b6..1db7f34 100644
--- a/third_data/code_plate_key_manager.py
+++ b/third_data/code_plate_key_manager.py
@@ -7,22 +7,30 @@
import constant
from db.redis_manager_delegate import RedisUtils
-from third_data import kpl_block_util
+from third_data import kpl_block_util, kpl_api
from utils import global_util, tool
-from log_module import log
+from log_module import log, async_log_util
from db import redis_manager_delegate as redis_manager
-from log_module.log import logger_kpl_limit_up, logger_kpl_block_can_buy, logger_kpl_debug
+from log_module.log import logger_kpl_limit_up, logger_kpl_block_can_buy
from third_data.kpl_util import KPLPlatManager
-from trade import trade_manager
+from trade import trade_manager, l2_trade_util
# 浠ｇ爜绮鹃�夋澘鍧楃鐞�
class KPLCodeJXBlockManager:
+ __db = 3
__redisManager = redis_manager.RedisManager(3)
__code_blocks = {}
# 澶囩敤
__code_by_blocks = {}
+
+ __instance = None
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(KPLCodeJXBlockManager, cls).__new__(cls, *args, **kwargs)
+ return cls.__instance
def __get_redis(self):
return self.__redisManager.getRedis()
@@ -35,10 +43,10 @@
# 淇濆瓨鍓�2鏉℃暟鎹�
if by:
- RedisUtils.setex(self.__get_redis(), f"kpl_jx_blocks_by-{code}", tool.get_expire(), json.dumps(blocks))
+ RedisUtils.setex_async(self.__db, f"kpl_jx_blocks_by-{code}", tool.get_expire(), json.dumps(blocks))
self.__code_by_blocks[code] = blocks
else:
- RedisUtils.setex(self.__get_redis(), f"kpl_jx_blocks-{code}", tool.get_expire(), json.dumps(blocks))
+ RedisUtils.setex_async(self.__db, f"kpl_jx_blocks-{code}", tool.get_expire(), json.dumps(blocks))
self.__code_blocks[code] = blocks
# 鑾峰彇绮鹃�夋澘鍧�
@@ -69,6 +77,26 @@
return self.__code_by_blocks.get(code)
else:
return self.__code_blocks.get(code)
+
+ # 浠庣綉缁滀笂鍔犺浇绮鹃�夋澘鍧�
+ def load_jx_blocks(self, code, buy_1_price, limit_up_price):
+ if limit_up_price and buy_1_price:
+ # 澶勭悊涔�1,鍗�1淇℃伅
+ pre_close_price = round(float(limit_up_price) / 1.1, 2)
+ # 濡傛灉娑ㄥ箙澶т簬7%灏辫鍙栨澘鍧�
+ price_rate = (buy_1_price - pre_close_price) / pre_close_price
+ if price_rate > 0.07:
+ if not self.get_jx_blocks_cache(code):
+ blocks = kpl_api.getCodeJingXuanBlocks(code)
+ self.save_jx_blocks(code, blocks)
+ async_log_util.info(logger_kpl_block_can_buy,f"{code}:鑾峰彇鍒扮簿閫夋澘鍧�-{blocks}")
+ elif price_rate > 0.03:
+ # 娣诲姞澶囩敤鏉垮潡
+ if not self.get_jx_blocks_cache(code, by=True):
+ blocks = kpl_api.getCodeJingXuanBlocks(code)
+ self.save_jx_blocks(code, blocks, by=True)
+ async_log_util.info(logger_kpl_block_can_buy, f"{code}:鑾峰彇鍒扮簿閫夋澘鍧�(澶囩敤)-{blocks}")
+
# 寮�鐩樺暒绂佹浜ゆ槗鏉垮潡绠＄悊
@@ -283,11 +311,9 @@
@classmethod
def is_in_top(cls, keys):
reasons = cls.get_can_buy_key_set()
- log.logger_kpl_debug.debug("甯傚満娴佸叆鍓�5:{}", reasons)
forbidden_plates = cls.__KPLPlateForbiddenManager.list_all_cache()
reasons = reasons - forbidden_plates
temp_set = keys & reasons
- log.logger_kpl_debug.debug("甯傚満娴佸叆鍓�5鍖归厤缁撴灉:{}", temp_set)
if temp_set:
return True, temp_set
else:
@@ -309,7 +335,6 @@
self.__history_limit_up_reason_dict[code] = set(reasons)
RedisUtils.setex(self.__get_redis(), f"kpl_his_limit_up_reason-{code}", tool.get_expire(),
json.dumps(list(reasons)))
- logger_kpl_debug.debug(f"璁剧疆鍘嗗彶娑ㄥ仠鍘熷洜锛歿code}-{reasons}")
# 濡傛灉杩斿洖鍊间笉涓篘one琛ㄧず宸茬粡鍔犺浇杩囧巻鍙插師鍥犱簡
def get_history_limit_up_reason(self, code):
@@ -419,6 +444,62 @@
__CodesTradeStateManager = trade_manager.CodesTradeStateManager()
__can_buy_compute_result_dict = {}
+ @classmethod
+ def __remove_from_l2(cls, code, msg):
+ # 鏍规嵁韬綅绉婚櫎浠ｇ爜
+ # return
+ # 涓嬭繃鍗曠殑浠ｇ爜涓嶇Щ闄�
+ if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) != trade_manager.TRADE_STATE_NOT_TRADE:
+ # 鍙涓嬭繃鍗曠殑灏变笉绉婚櫎
+ return
+ l2_trade_util.forbidden_trade(code, msg=msg)
+ logger_kpl_block_can_buy.info(msg)
+
+ @classmethod
+ def __is_block_can_buy(cls, code, block, current_limit_up_datas, code_limit_up_reason_dict,
+ yesterday_current_limit_up_codes, limit_up_record_datas):
+ # log.logger_kpl_debug.info(f"鍒ゆ柇鏉垮潡鏄惁鍙拱锛歿block}")
+ # is_top_8_record, top_8_record = kpl_block_util.is_record_top_block(code, block, limit_up_record_datas,
+ # yesterday_current_limit_up_codes, 50)
+ # is_top_4_current, top_4_current = kpl_block_util.is_current_top_block(code, block, current_limit_up_datas,
+ # yesterday_current_limit_up_codes, 50)
+ # is_top_4 = is_top_8_record and is_top_4_current
+ # msg_list.append(f"\n瀹炴椂top10(娑ㄥ仠鏁伴噺锛歿len(current_limit_up_datas)})")
+ # msg_list.append(f"鍘嗗彶top20(娑ㄥ仠鏁伴噺锛歿len(top_8_record)})")
+
+ # 鑾峰彇涓绘澘瀹炴椂韬綅,鍓旈櫎楂樹綅鏉�
+ current_shsz_rank, front_current_shsz_rank_codes = kpl_block_util.get_code_current_rank(code, block,
+ current_limit_up_datas,
+ code_limit_up_reason_dict,
+ yesterday_current_limit_up_codes,
+ shsz=True)
+ record_shsz_rank, record_shsz_rank_codes = kpl_block_util.get_code_record_rank(code, block,
+ limit_up_record_datas,
+ code_limit_up_reason_dict,
+ yesterday_current_limit_up_codes,
+ shsz=True)
+ # 鑾峰彇涓绘澘鍘嗗彶韬綅
+
+ open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
+ code_limit_up_reason_dict)
+ if open_limit_up_codes:
+ # 涓绘澘寮�1
+ if current_shsz_rank < len(open_limit_up_codes) + 1 and record_shsz_rank < len(open_limit_up_codes) + 2:
+ # 灞炰簬榫�1,榫�2
+ return True, f"{tool.get_now_time_str()} {block}锛歵op10娑ㄥ仠鏉垮潡锛屼富鏉垮紑1({open_limit_up_codes}),灞炰簬涓绘澘鍓嶉緳{len(open_limit_up_codes) + 1}(瀹炴椂韬綅-{current_shsz_rank}/{len(current_limit_up_datas)})"
+ else:
+ if record_shsz_rank >= len(open_limit_up_codes) + 1:
+ cls.__remove_from_l2(code, f"{code}鏍规嵁韬綅绂佹涔板叆锛氥�恵block}銆戝巻鍙茶韩浣峽record_shsz_rank}")
+ return False, f"鏉垮潡-{block}: top4娑ㄥ仠鏉垮潡锛屼富鏉垮紑1锛坽open_limit_up_codes}锛�,涓嶄负涓绘澘鍓嶉緳{len(open_limit_up_codes) + 1}锛堝疄鏃惰韩浣�-{current_shsz_rank}:{front_current_shsz_rank_codes},鍘嗗彶韬綅-{record_shsz_rank}锛�"
+ else:
+ if current_shsz_rank == 0 and record_shsz_rank < 2:
+ return True, f"{tool.get_now_time_str()} {block}锛歵op4娑ㄥ仠鏉垮潡锛岄潪涓绘澘寮�1锛屽睘浜庨緳1锛屽疄鏃舵定鍋滃垪琛ㄦ暟閲�({len(current_limit_up_datas)})"
+ else:
+ if record_shsz_rank >= 2:
+ cls.__remove_from_l2(code, f"{code}鏍规嵁韬綅绂佹涔板叆锛氥�恵block}銆戝巻鍙茶韩浣峽record_shsz_rank}")
+
+ return False, f"鏉垮潡-{block}: top4娑ㄥ仠鏉垮潡锛岄潪涓绘澘寮�1,涓嶄负涓绘澘榫�1锛堝疄鏃惰韩浣�-{current_shsz_rank}:{front_current_shsz_rank_codes},鍘嗗彶韬綅-{record_shsz_rank}锛�"
+
# 鑾峰彇鍙互涔扮殑鏉垮潡
# current_limit_up_datas: 浠婃棩瀹炴椂娑ㄥ仠
# latest_2_day_limit_up_datas锛氭渶杩�2澶╃殑瀹炴椂娑ㄥ仠锛堜笉鍚粖鏃ワ級
@@ -437,16 +518,12 @@
code_limit_up_reason_dict[d[3]] = d[2]
return code_limit_up_reason_dict
- now_time = int(tool.get_now_time_str().replace(":", ""))
- times = [100000, 103000, 110000, 133000, 150000]
- time_index = 0
- for i in range(len(times)):
- if now_time < times[i]:
- time_index = i
- break
+ if current_limit_up_datas is None:
+ current_limit_up_datas = []
+
# 鑾峰彇鐩爣浠ｇ爜鏉垮潡
keys, k1, k11, k2, k3, k4 = cls.__TargetCodePlateKeyManager.get_plate_keys(code)
- log.logger_kpl_debug.info("{}鍏抽敭璇嶏細浠婃棩-{},浠婃棩鍘嗗彶-{},鍘嗗彶-{},浜岀骇琛屼笟-{},浠ｇ爜鏉垮潡-{}", code, k1, k11, k2, k3, k4)
+ # log.logger_kpl_debug.info("{}鍏抽敭璇嶏細浠婃棩-{},浠婃棩鍘嗗彶-{},鍘嗗彶-{},浜岀骇琛屼笟-{},浠ｇ爜鏉垮潡-{}", code, k1, k11, k2, k3, k4)
keys = set()
if k1:
for k in k1:
@@ -459,7 +536,7 @@
keys |= k4
keys = keys - constant.KPL_INVALID_BLOCKS
- log.logger_kpl_debug.info("{}鏈�缁堝叧閿瘝锛歿}", code, keys)
+ # log.logger_kpl_debug.info("{}鏈�缁堝叧閿瘝锛歿}", code, keys)
# 娑ㄥ仠鍒楄〃涓尮閰嶅叧閿瘝锛岃繑鍥烇紙鏉垮潡:浠ｇ爜闆嗗悎锛夛紝浠ｇ爜闆嗗悎涓凡缁忔帓闄よ嚜韬�
if not keys:
@@ -470,63 +547,13 @@
can_buy_blocks = []
for block in keys:
- log.logger_kpl_debug.info(f"鍒ゆ柇鏉垮潡鏄惁鍙拱锛歿block}")
- # is_top_8_record, top_8_record = kpl_block_util.is_record_top_block(code, block, limit_up_record_datas,
- # yesterday_current_limit_up_codes, 50)
- # is_top_4_current, top_4_current = kpl_block_util.is_current_top_block(code, block, current_limit_up_datas,
- # yesterday_current_limit_up_codes, 50)
- # is_top_4 = is_top_8_record and is_top_4_current
- # msg_list.append(f"\n瀹炴椂top10(娑ㄥ仠鏁伴噺锛歿len(current_limit_up_datas)})")
- # msg_list.append(f"鍘嗗彶top20(娑ㄥ仠鏁伴噺锛歿len(top_8_record)})")
- # 鑾峰彇涓绘澘瀹炴椂韬綅,鍓旈櫎楂樹綅鏉�
- current_shsz_rank = kpl_block_util.get_code_current_rank(code, block, current_limit_up_datas,
- code_limit_up_reason_dict,
- yesterday_current_limit_up_codes, shsz=True)
- record_shsz_rank = kpl_block_util.get_code_record_rank(code, block, limit_up_record_datas,
- code_limit_up_reason_dict,
- yesterday_current_limit_up_codes, shsz=True)
- # 鑾峰彇涓绘澘鍘嗗彶韬綅
- if True:
- pen_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
- code_limit_up_reason_dict)
- if pen_limit_up_codes:
- # 涓绘澘寮�1
- if current_shsz_rank < len(pen_limit_up_codes) + 1 and record_shsz_rank < len(
- pen_limit_up_codes) + 1:
- # 灞炰簬榫�1,榫�2
- can_buy_blocks.append((block,
- f"{block}锛歵op10娑ㄥ仠鏉垮潡锛屼富鏉垮紑1({pen_limit_up_codes}),灞炰簬涓绘澘鍓嶉緳{len(pen_limit_up_codes) + 1}(瀹炴椂韬綅-{current_shsz_rank})"))
- continue
- else:
- msg_list.append(
- f"鏉垮潡-{block}: top4娑ㄥ仠鏉垮潡锛屼富鏉垮紑1锛坽pen_limit_up_codes}锛�,涓嶄负涓绘澘鍓嶉緳{len(pen_limit_up_codes) + 1}锛堝疄鏃惰韩浣�-{current_shsz_rank},鍘嗗彶韬綅-{record_shsz_rank}锛�")
- continue
- else:
- if current_shsz_rank == 0 and record_shsz_rank < 2:
- can_buy_blocks.append((block, f"{block}锛歵op4娑ㄥ仠鏉垮潡锛岄潪涓绘澘寮�1锛屽睘浜庨緳1"))
- continue
- else:
- msg_list.append(
- f"鏉垮潡-{block}: top4娑ㄥ仠鏉垮潡锛岄潪涓绘澘寮�1,涓嶄负涓绘澘榫�1锛堝疄鏃惰韩浣�-{current_shsz_rank},鍘嗗彶韬綅-{record_shsz_rank}锛�")
- continue
+ can_buy, msg = cls.__is_block_can_buy(code, block, current_limit_up_datas, code_limit_up_reason_dict,
+ yesterday_current_limit_up_codes, limit_up_record_datas)
+ if can_buy:
+ can_buy_blocks.append((block, msg))
else:
- pass
- # # 鏄惁婊¤冻琛屼笟绮鹃�夋祦鍏ヨ姹�
- # is_in_top_input = RealTimeKplMarketData.is_in_top(set([block]))[0]
- # if not is_in_top_input:
- # msg_list.append(
- # f"鏉垮潡-{block}: 闈瀟op4娑ㄥ仠鏉垮潡锛屼笉婊¤冻绮鹃��/琛屼笟娴佸叆瑕佹眰")
- # continue
- # else:
- # # 鏄惁涓轰富鏉块緳1锛堝疄鏃堕緳1锛屽巻鍙查緳2浠ュ唴锛�
- # if current_shsz_rank == 0 and record_shsz_rank < 2:
- # can_buy_blocks.append((block, f"{block}锛氫笉鏄痶op4娑ㄥ仠鏉垮潡锛屾弧瓒崇簿閫�/琛屼笟娴佸叆瑕佹眰锛屾弧瓒充富鏉块緳1"))
- # continue
- # else:
- # msg_list.append(
- # f"鏉垮潡-{block}: 涓嶆槸top4娑ㄥ仠鏉垮潡锛屾弧瓒崇簿閫�/琛屼笟娴佸叆瑕佹眰,涓嶄负涓绘澘榫�1锛堝疄鏃惰韩浣�-{current_shsz_rank},鍘嗗彶韬綅-{record_shsz_rank}锛�")
- # continue
+ msg_list.append(msg)
if len(can_buy_blocks) == len(keys):
blocks = [x[0] for x in can_buy_blocks]
blocks_msg = "\n".join([x[1] for x in can_buy_blocks])
@@ -538,8 +565,11 @@
# 杩斿洖锛氭槸鍚﹀彲浠ヤ笅鍗�,娑堟伅,鏉垮潡绫诲瀷
@classmethod
def can_buy(cls, code):
- # if constant.TEST:
- # return True, cls.BLOCK_TYPE_NONE
+ if constant.TEST:
+ return True, cls.BLOCK_TYPE_NONE
+ # if True:
+ # # 娴嬭瘯
+ # return True, "涓嶅垽鏂澘鍧楄韩浣�"
return cls.__can_buy_compute_result_dict.get(code)
@classmethod
@@ -551,7 +581,6 @@
before_blocks_dict)
if not blocks:
return False, block_msg
- log.logger_kpl_debug.info(f"{code}:鑾峰彇濮旀墭/涔板叆浠ｇ爜")
codes_delegate = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache(
{trade_manager.TRADE_STATE_BUY_DELEGATED, trade_manager.TRADE_STATE_BUY_PLACE_ORDER}))
codes_success = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache(
@@ -563,13 +592,11 @@
trade_codes_blocks_dict = {}
# 宸茬粡鎴愪氦鐨勬澘鍧�
trade_success_blocks_count = {}
- log.logger_kpl_debug.info(f"{code}:鑾峰彇浠ｇ爜鏉垮潡")
for c in codes:
keys_, k1_, k11_, k2_, k3_, k4_ = cls.__TargetCodePlateKeyManager.get_plate_keys(c)
# 瀹炴椂娑ㄥ仠鍘熷洜
trade_codes_blocks_dict[c] = k1_ | k4_
# 缁熻鏉垮潡涓殑浠ｇ爜
- log.logger_kpl_debug.info(f"{code}:缁熻鏉垮潡涓殑浠ｇ爜")
trade_block_codes_dict = {}
for c in trade_codes_blocks_dict:
for b in trade_codes_blocks_dict[c]:
@@ -582,7 +609,6 @@
trade_block_codes_dict[b].add(c)
# ---------------------------------鍔犺浇宸茬粡涓嬪崟/鎴愪氦鐨勪唬鐮佷俊鎭�------------end-------------
- log.logger_kpl_debug.info(f"{code}:寮�濮嬭绠楁槸鍚﹀彲浠ヤ拱")
msg_list = []
for key in blocks:
# 鏉垮潡涓凡缁忔湁鎴愪氦鐨勫氨涓嶄笅鍗曚簡
@@ -596,6 +622,7 @@
return False, ",".join(msg_list)
+ # 鏇存柊浠ｇ爜鏉垮潡鍒ゆ柇鏄惁鍙互涔扮殑缁撴灉
@classmethod
def update_can_buy_blocks(cls, code, current_limit_up_datas, limit_up_record_datas,
yesterday_current_limit_up_codes,
@@ -606,6 +633,43 @@
# 淇濆瓨鏉垮潡璁＄畻缁撴灉
cls.__can_buy_compute_result_dict[code] = (can_buy, msg)
+ # 鍒ゆ柇鏄惁涓虹湡鑰佸ぇ
+ @classmethod
+ def __is_real_first_limit_up(cls, code, block, current_limit_up_datas, limit_up_record_datas,
+ yesterday_current_limit_up_codes,
+ before_blocks_dict):
+ # 鍔犺浇娑ㄥ仠浠ｇ爜鐨勭洰鏍囨澘鍧�
+ def load_code_block():
+ if limit_up_record_datas:
+ for d in limit_up_record_datas:
+ if d[2] in constant.KPL_INVALID_BLOCKS and d[3] in before_blocks_dict:
+ code_limit_up_reason_dict[d[3]] = list(before_blocks_dict.get(d[3]))[0]
+ else:
+ code_limit_up_reason_dict[d[3]] = d[2]
+ return code_limit_up_reason_dict
+
+ if current_limit_up_datas is None:
+ current_limit_up_datas = []
+ if limit_up_record_datas is None:
+ limit_up_record_datas = []
+ code_limit_up_reason_dict = {}
+ load_code_block()
+ can_buy, msg = cls.__is_block_can_buy(code, block, current_limit_up_datas, code_limit_up_reason_dict,
+ yesterday_current_limit_up_codes, limit_up_record_datas)
+ return can_buy, msg
+
+ @classmethod
+ def is_need_cancel(cls, code, limit_up_reason, current_limit_up_datas, limit_up_record_datas,
+ yesterday_current_limit_up_codes,
+ before_blocks_dict):
+ can_buy, msg = cls.__is_real_first_limit_up(code, limit_up_reason, current_limit_up_datas,
+ limit_up_record_datas,
+ yesterday_current_limit_up_codes,
+ before_blocks_dict)
+ if not can_buy:
+ logger_kpl_block_can_buy.warning(f"{code} 鏍规嵁娑ㄥ仠鍘熷洜锛坽limit_up_reason}锛夊尮閰嶄笉鑳戒拱")
+ return not can_buy
+
if __name__ == "__main__":
pass
--
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