From 48fb7a00951f91bdc707e5dd2d196e5bccb752c3 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期三, 18 六月 2025 18:41:30 +0800 Subject: [PATCH] 异常保护 --- api/outside_api_command_callback.py | 205 +++++++++++++++++++++++++++++++++++++++++++-------- 1 files changed, 173 insertions(+), 32 deletions(-) diff --git a/api/outside_api_command_callback.py b/api/outside_api_command_callback.py index d39d432..402f3db 100644 --- a/api/outside_api_command_callback.py +++ b/api/outside_api_command_callback.py @@ -14,11 +14,12 @@ import constant import inited_data import outside_api_command_manager -from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer -from code_attribute import gpcode_manager, code_volumn_manager, zyltgb_util +from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer, LCancelRateManager +from code_attribute import gpcode_manager, code_volumn_manager, zyltgb_util, code_nature_analyse from code_attribute.code_data_util import ZYLTGBUtil from code_attribute.code_l1_data_manager import L1DataManager -from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, WantBuyCodesManager +from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, WantBuyCodesManager, \ + HumanRemoveForbiddenManager, HumanForbiddenManager from db import mysql_data_delegate as mysql_data, redis_manager_delegate as redis_manager from db.redis_manager_delegate import RedisUtils from huaxin_client import l1_subscript_codes_manager @@ -35,27 +36,32 @@ logger_trade, logger_trade_position_api_request, logger_request_api, \ logger_real_place_order_position, logger_device from output import l2_output_util -from third_data import kpl_util, history_k_data_manager, huaxin_l1_data_manager, third_blocks_manager, kpl_data_manager -from third_data.code_plate_key_manager import KPLCodeJXBlockManager +from third_data import kpl_util, history_k_data_manager, huaxin_l1_data_manager, third_blocks_manager, kpl_data_manager, \ + history_k_data_util +from third_data.code_plate_key_manager import KPLCodeJXBlockManager, RealTimeKplMarketData from third_data.history_k_data_manager import HistoryKDataManager from third_data.history_k_data_util import JueJinApi, HistoryKDatasUtils +from third_data.kpl_data_constant import LimitUpDataConstant from third_data.kpl_data_manager import KPLDataManager from third_data.kpl_limit_up_data_manager import CodeLimitUpSequenceManager from third_data.kpl_util import KPLDataType from third_data.third_blocks_manager import CodeThirdBlocksManager, SOURCE_TYPE_KPL, BlockMapManager -from trade import trade_manager, l2_trade_util, trade_data_manager, trade_constant +from trade import trade_manager, l2_trade_util, trade_data_manager, trade_constant, trade_record_log_util import l2_data_util as l2_data_util_old from trade.buy_money_count_setting import BuyMoneyAndCountSetting, RadicalBuyBlockCodeCountManager +from trade.buy_radical import block_special_codes_manager, radical_buy_data_manager 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 +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 from trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager from settings.trade_setting import MarketSituationManager, TradeBlockBuyModeManager -from utils import socket_util, data_export_util, tool, huaxin_util, output_util, global_util +from utils import socket_util, data_export_util, tool, huaxin_util, output_util, global_util, init_data_util from servers import server_util @@ -287,15 +293,20 @@ fresult = {"code": 0} if code_list_type == outside_api_command_manager.CODE_LIST_WANT: if operate == outside_api_command_manager.OPERRATE_SET: + trade_record_log_util.add_want_buy(code) gpcode_manager.WantBuyCodesManager().add_code(code) - # 鍔犳兂涔板崟瑕佷粠榛戝悕鍗曠Щ闄� - l2_trade_util.remove_from_forbidden_trade_codes(code) + if l2_trade_util.is_in_forbidden_trade_codes(code): + l2_trade_util.remove_from_forbidden_trade_codes(code) + # 鍔犳兂涔板崟瑕佷粠榛戝悕鍗曠Щ闄� + HumanRemoveForbiddenManager().add_code(code) + HumanForbiddenManager().remove_code(code) name = gpcode_manager.get_code_name(code) if not name: results = HistoryKDatasUtils.get_gp_codes_names([code]) if results: gpcode_manager.CodesNameManager.add_first_code_name(code, results[code]) elif operate == outside_api_command_manager.OPERRATE_DELETE: + trade_record_log_util.remove_want_buy(code) gpcode_manager.WantBuyCodesManager().remove_code(code) elif operate == outside_api_command_manager.OPERRATE_GET: codes = gpcode_manager.WantBuyCodesManager().list_code_cache() @@ -312,8 +323,10 @@ cancel_type=trade_constant.CANCEL_TYPE_HUMAN) except Exception as e: logger_debug.exception(e) - l2_trade_util.forbidden_trade(code, msg="鎵嬪姩鍔犲叆 trade_server") + l2_trade_util.forbidden_trade(code, msg="鎵嬪姩鍔犲叆 trade_server", force=True) WantBuyCodesManager().remove_code(code) + HumanRemoveForbiddenManager().remove_code(code) + HumanForbiddenManager().add_code(code) name = gpcode_manager.get_code_name(code) if not name: results = HistoryKDatasUtils.get_gp_codes_names([code]) @@ -321,7 +334,8 @@ gpcode_manager.CodesNameManager.add_first_code_name(code, results[code]) elif operate == outside_api_command_manager.OPERRATE_DELETE: l2_trade_util.remove_from_forbidden_trade_codes(code) - WantBuyCodesManager().add_code(code) + HumanRemoveForbiddenManager().add_code(code) + HumanForbiddenManager().remove_code(code) elif operate == outside_api_command_manager.OPERRATE_GET: codes = gpcode_manager.BlackListCodeManager().list_codes_cache() datas = [] @@ -331,14 +345,14 @@ fresult = {"code": 0, "data": datas} elif code_list_type == outside_api_command_manager.CODE_LIST_WHITE: if operate == outside_api_command_manager.OPERRATE_SET: - gpcode_manager.WhiteListCodeManager().add_code(code) + gpcode_manager.WhiteListCodeManager().add_code(code, is_human=True) name = gpcode_manager.get_code_name(code) if not name: results = HistoryKDatasUtils.get_gp_codes_names([code]) if results: gpcode_manager.CodesNameManager.add_first_code_name(code, results[code]) elif operate == outside_api_command_manager.OPERRATE_DELETE: - gpcode_manager.WhiteListCodeManager().remove_code(code) + gpcode_manager.WhiteListCodeManager().remove_code(code, is_human=True) elif operate == outside_api_command_manager.OPERRATE_GET: codes = gpcode_manager.WhiteListCodeManager().list_codes_cache() datas = [] @@ -367,6 +381,7 @@ elif code_list_type == outside_api_command_manager.CODE_LIST_MUST_BUY: if operate == outside_api_command_manager.OPERRATE_SET: gpcode_manager.MustBuyCodesManager().add_code(code) + trade_record_log_util.add_must_buy(code, "鎵嬪姩鎷夌孩") name = gpcode_manager.get_code_name(code) if not name: results = HistoryKDatasUtils.get_gp_codes_names([code]) @@ -480,7 +495,8 @@ try: fdata = {} try: - date = JueJinApi.get_previous_trading_date(tool.get_now_date_str()) + date = HistoryKDatasUtils.get_trading_dates(tool.date_sub(tool.get_now_date_str(), 10), + tool.get_now_date_str()) if date: fdata["juejin"] = 1 except Exception as e: @@ -537,17 +553,11 @@ # 鑾峰彇浠婃棩K绾跨殑鏇存柊鏁伴噺 try: - dates = HistoryKDatasUtils.get_latest_trading_date_cache(5) - latest_trading_date = None - if dates: - latest_trading_date = dates[0] - if latest_trading_date is None: - raise Exception("娌℃湁鑾峰彇鍒颁笂涓�涓氦鏄撴棩鐨勬棩鏈�") + latest_trading_date = history_k_data_util.get_k_bar_dead_date() codes = HistoryKDataManager().get_history_bars_codes(latest_trading_date) count = len(codes) fdata["today_history_k_bar_count"] = count except Exception as e: - logger_debug.exception(e) fdata["today_history_k_bar_count"] = -1 # 鑾峰彇鏁版嵁鏈嶅姟鍣ㄦ槸鍚﹁仈閫� @@ -1056,6 +1066,23 @@ break except: pass + # L鎾ゆ瘮渚� + l_down_cancel_rate, must_buy = LCancelRateManager.get_cancel_rate(code, + buy_mode=OrderBeginPosInfo.MODE_RADICAL) + + # 鍦ㄦ寕鐨勮窛绂绘垚浜よ繘搴︿綅閲戦/锛堣繙杩戞湡鍙傝�冮噺-鍗曞綋鏃ュ疄鏃舵垚浜ら噺锛�*100% + expire_rate = "鏈煡" + try: + referer_volume = code_volumn_manager.CodeVolumeManager().get_radical_buy_refer_volume( + code, limit_up_price) + today_volumn = code_volumn_manager.CodeVolumeManager().get_today_volumn_cache(code) + if referer_volume == today_volumn: + expire_rate = "100%" + else: + expire_rate = f"{100 - round(100 * total_left_num * 100 / (referer_volume - today_volumn), 2)}%" + except: + pass + fdata = {"id": orderSysID, "code_info": (code, code_name), "total_num": total_nums, "finish_num": deal_or_cancel_num, "buy1_money": output_util.money_desc(buy1_money), @@ -1078,15 +1105,25 @@ "limit_up_price": gpcode_manager.get_limit_up_price_as_num(code), "is_near_big_order": is_near_big_order, "block": '', - "trade_queue": [] + "trade_queue": [], + "l_down_cancel_rate": l_down_cancel_rate, + "expire_rate": expire_rate } limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code) # 鑾峰彇褰撳墠鏉垮潡 try: - limit_up_sequence = CodeLimitUpSequenceManager.get_current_limit_up_sequence(code) - if limit_up_sequence: - fdata[ - 'block'] = f"{limit_up_sequence[0]}-{limit_up_sequence[1]}({limit_up_sequence[2]}&{limit_up_sequence[2] - limit_up_sequence[3]})" + limit_up_sequences = CodeLimitUpSequenceManager.get_current_limit_up_sequence(code) + if limit_up_sequences: + buy_blocks = RadicalBuyDealCodesManager().get_code_blocks(code) + blocks_info = [] + for limit_up_sequence in limit_up_sequences: + # 鑾峰彇浠g爜涓嬪崟鐨勬澘鍧� + if buy_blocks and limit_up_sequence[0] not in buy_blocks: + continue + blocks_info.append( + f"{limit_up_sequence[0]}-{limit_up_sequence[1]}({limit_up_sequence[2]}&{limit_up_sequence[2] - limit_up_sequence[3]})") + if buy_blocks: + fdata['block'] = "/".join(blocks_info) except: pass # 鑾峰彇娑ㄥ仠鏃堕棿 @@ -1213,6 +1250,13 @@ bigger_money = l2_data_util_old.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code), tool.is_ge_code(code)) fdatas = [] + # 鍔犺浇璁㈤槄涔嬪墠鐨勫ぇ鍗� + pre_deals = BeforeSubDealBigOrderManager().get_deal_big_order_money_list(code) + if pre_deals: + for d in pre_deals: + if d[0] < bigger_money: + continue + fdatas.append(d[0]) for d in data_list: if d < bigger_money: continue @@ -1258,19 +1302,37 @@ source_origin_dict = copy.deepcopy(CodeThirdBlocksManager().get_source_blocks_origin(code)) if not source_origin_dict: source_origin_dict = {} - kpl_blocks = RadicalBuyBlockManager.get_code_kpl_blocks(code) + kpl_blocks = set() if kpl_blocks is None: kpl_blocks = set() - if not kpl_blocks: - KPLCodeJXBlockManager().load_jx_blocks_radical(code) filter_blocks, match_blocks = RadicalBuyBlockManager.get_code_blocks(code) source_origin_dict[SOURCE_TYPE_KPL] = kpl_blocks source_dict[SOURCE_TYPE_KPL] = BlockMapManager().filter_blocks(kpl_blocks) + + dates = HistoryKDatasUtils.get_latest_trading_date_cache(5) + latest_trading_date = None + is_new_top = False + if dates: + latest_trading_date = dates[0] + if latest_trading_date: + volumes_data = HistoryKDataManager().get_history_bars(code, latest_trading_date) + 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) + data = { "blocks": {}, "origin_blocks": {}, - "match_blocks": [list(filter_blocks), list(match_blocks)] + "match_blocks": [list(filter_blocks), list(match_blocks)], + # 鏉垮潡鍑�娴佸叆鎯呭喌 + "block_in_moneys": [RealTimeKplMarketData.get_block_info_at_block_in(b) for b in filter_blocks], + # 鏄惁鏄獊鐮存澘 + "is_new_top": is_new_top } for s in source_origin_dict: data["origin_blocks"][s] = list(source_origin_dict[s]) @@ -1327,7 +1389,13 @@ # 鑾峰彇涔板叆涓嬪崟璁剧疆 data = { "radical_buy": {"price": (constant.MIN_CODE_RADICAL_BUY_PRICE, constant.MAX_CODE_RADICAL_BUY_PRICE), - "zyltgb": constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES}} + "zyltgb": constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES, + "top_block_count_by_market_strong": constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG, + "special_codes_max_block_in_rank": constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL, + "ignore_block_in_money_market_strong": constant.IGNORE_BLOCK_IN_MONEY_MARKET_STRONG, + "buy_first_limit_up": 1 if constant.CAN_BUY_FIRST_LIMIT_UP else 0, + "can_auto_add_white": 1 if constant.CAN_AUTO_ADD_WHITE else 0 + }} self.send_response({"code": 0, "data": data, "msg": f""}, client_id, request_id) @@ -1338,6 +1406,22 @@ constant.MIN_CODE_RADICAL_BUY_PRICE = radical_buy["price"][0] constant.MAX_CODE_RADICAL_BUY_PRICE = radical_buy["price"][1] constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES = radical_buy["zyltgb"] + if radical_buy.get("top_block_count_by_market_strong"): + constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG = radical_buy.get( + "top_block_count_by_market_strong") + if radical_buy.get("special_codes_max_block_in_rank"): + constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL = radical_buy.get( + "special_codes_max_block_in_rank") + if radical_buy.get('ignore_block_in_money_market_strong') is not None: + constant.IGNORE_BLOCK_IN_MONEY_MARKET_STRONG = radical_buy.get( + 'ignore_block_in_money_market_strong') + if radical_buy.get('buy_first_limit_up') is not None: + constant.CAN_BUY_FIRST_LIMIT_UP = True if radical_buy.get( + 'buy_first_limit_up') else False + if radical_buy.get('can_auto_add_white') is not None: + constant.CAN_AUTO_ADD_WHITE = True if radical_buy.get( + 'can_auto_add_white') else False + self.send_response({"code": 0, "data": {}, "msg": f""}, client_id, request_id) @@ -1358,6 +1442,63 @@ self.send_response({"code": 0, "data": list(codes), "msg": f""}, client_id, request_id) + + elif ctype == "async_radical_buy_special_codes": + # 鍚屾鎵叆涔扮殑杈ㄨ瘑搴︿唬鐮� + count = block_special_codes_manager.update_block_special_codes() + self.send_response({"code": 0, "msg": f"鏇存柊鎴愬姛鏁伴噺锛歿count}"}, + client_id, + request_id) + + elif ctype == "get_same_block_limit_up_codes_count": + # 鑾峰彇鐩稿悓鏉垮潡鐨勬定鍋滀唬鐮佹暟閲� + codes = data.get("codes") + codes = json.loads(codes) + block_codes = {} + for code in codes: + # 鑾峰彇鏉垮潡 + fblocks, before_fblocks = RadicalBuyBlockManager.get_code_blocks(code) + # 鑾峰彇鏉垮潡鍘嗗彶娑ㄥ仠 + for b in fblocks: + codes = LimitUpDataConstant.get_history_limit_up_block_codes(b) + if codes: + if code not in block_codes: + block_codes[code] = {} + block_codes[code][b] = len(codes) + self.send_response({"code": 0, "data": block_codes}, + client_id, + request_id) + + elif ctype == "test_place_order": + # 鑾峰彇鐩稿悓鏉垮潡鐨勬定鍋滀唬鐮佹暟閲� + code = data.get("code") + # total_datas = l2_data_util.local_today_datas.get(code) + # trade_manager.test_order(code, total_datas[-1], total_datas[-1]["index"]) + # radical_buy_data_manager.pull_pre_deal_big_orders(code) + self.send_response({"code": 0, "data": {}}, + client_id, + request_id) + + elif ctype == "test_cancel_order": + # 鑾峰彇鐩稿悓鏉垮潡鐨勬定鍋滀唬鐮佹暟閲� + code = data.get("code") + trade_manager.start_cancel_buy(code, force=True) + self.send_response({"code": 0, "data": {}}, + 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) -- Gitblit v1.8.0