From ad3cc1a24c4b413bae3069cc6d1c2a1923540ce3 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 25 七月 2025 15:51:48 +0800
Subject: [PATCH] 开盘啦TCP请求/委托数据持久化异步处理
---
api/outside_api_command_callback.py | 662 +++++++++++++++++++++++++++++++++++++++++--------------
1 files changed, 492 insertions(+), 170 deletions(-)
diff --git a/api/outside_api_command_callback.py b/api/outside_api_command_callback.py
index 4c11619..7060f65 100644
--- a/api/outside_api_command_callback.py
+++ b/api/outside_api_command_callback.py
@@ -1,3 +1,4 @@
+import base64
import concurrent.futures
import copy
import json
@@ -13,11 +14,13 @@
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, \
+ CancelRateHumanSettingManager, LCancelBigNumComputer, LDownCancelWatchIndexStatisticManager
+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
@@ -26,7 +29,7 @@
l2_data_source_util, cancel_buy_strategy
from l2.code_price_manager import Buy1PriceManager
-from l2.l2_data_manager import TradePointManager
+from l2.l2_data_manager import TradePointManager, OrderBeginPosInfo
from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, BigOrderDealManager
from log_module import async_log_util, log_export
@@ -34,27 +37,33 @@
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 CodePlateKeyBuyManager, KPLCodeJXBlockManager, RealTimeKplMarketData, \
- RadicalBuyBlockManager
+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
+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, BeforeSubDealBigOrderManager, \
+ TotalDealBigOrderThresholdMoneyManager
from trade.sell import sell_manager
from trade.sell.sell_rule_manager import TradeRuleManager, SellRule
-from trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager
+from trade.trade_data_manager import RadicalBuyDealCodesManager
+from trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager, CodesContinueBuyMoneyManager, \
+ CodesTradeStateManager
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
@@ -92,7 +101,7 @@
def __cancel_not_deal_order(self, code, order_ref, timeout=3):
time.sleep(timeout)
# 鎾や拱鍗�
- huaxin_trade_api.cancel_order(1, code, "", orderRef=order_ref)
+ huaxin_trade_api.cancel_order(huaxin_trade_api.TRADE_DIRECTION_BUY, code, "", orderRef=order_ref)
# 浜ゆ槗
def OnTrade(self, client_id, request_id, data):
@@ -281,18 +290,25 @@
code_list_type = data["code_list_type"]
operate = data["operate"]
code = data.get("code")
+ if code and not tool.is_can_buy_code(code):
+ raise Exception(f"涓嶆槸鍙互浜ゆ槗鐨勪唬鐮侊細{code}")
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()
@@ -309,8 +325,10 @@
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])
@@ -318,7 +336,8 @@
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 = []
@@ -328,14 +347,14 @@
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 = []
@@ -364,6 +383,7 @@
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])
@@ -381,6 +401,13 @@
elif code_list_type == outside_api_command_manager.CODE_LIST_GREEN:
if operate == outside_api_command_manager.OPERRATE_SET:
gpcode_manager.GreenListCodeManager().add_code(code)
+ trade_record_log_util.add_green(code, "浜轰负鍔犵豢")
+
+ gpcode_manager.WantBuyCodesManager().add_code(code)
+ # 鍔犵櫧
+ gpcode_manager.WhiteListCodeManager().add_code(code, is_human=True)
+ trade_record_log_util.add_white_buy(code, "鍔犵豢鍔犵櫧")
+
name = gpcode_manager.get_code_name(code)
if not name:
results = HistoryKDatasUtils.get_gp_codes_names([code])
@@ -388,6 +415,7 @@
gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
elif operate == outside_api_command_manager.OPERRATE_DELETE:
gpcode_manager.GreenListCodeManager().remove_code(code)
+ gpcode_manager.WhiteListCodeManager().remove_code(code)
elif operate == outside_api_command_manager.OPERRATE_GET:
codes = gpcode_manager.GreenListCodeManager().list_codes_cache()
datas = []
@@ -441,7 +469,8 @@
white = gpcode_manager.WhiteListCodeManager().is_in_cache(code)
black = l2_trade_util.is_in_forbidden_trade_codes(code)
pause_buy = gpcode_manager.PauseBuyCodesManager().is_in_cache(code)
-
+ must_buy = gpcode_manager.MustBuyCodesManager().is_in_cache(code)
+ green = gpcode_manager.GreenListCodeManager().is_in_cache(code)
desc_list = []
if want:
desc_list.append("銆愭兂涔板崟銆�")
@@ -451,6 +480,11 @@
desc_list.append("銆愰粦鍚嶅崟銆�")
if pause_buy:
desc_list.append("銆愭殏涓嶄拱銆�")
+ if must_buy:
+ desc_list.append("銆愮孩鍚嶅崟銆�")
+ if green:
+ desc_list.append("銆愮豢鍚嶅崟銆�")
+
result = {"code": 0, "data": {"code_info": (code, code_name), "desc": "".join(desc_list)}}
self.send_response(result, client_id, request_id)
except Exception as e:
@@ -469,7 +503,8 @@
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:
@@ -526,17 +561,11 @@
# 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�
@@ -858,40 +887,33 @@
[huaxin_util.TORA_TSTP_OST_Accepted, huaxin_util.TORA_TSTP_OST_PartTraded])
fdatas = []
if current_delegates:
+ codes_set = set()
for c in current_delegates:
try:
if int(c["direction"]) != huaxin_util.TORA_TSTP_D_Buy:
continue
code = c["securityID"]
+ if code in codes_set:
+ continue
orderSysID = c.get("orderSysID")
+ codes_set.add(code)
code_name = gpcode_manager.get_code_name(code)
# 鑾峰彇涓嬪崟浣嶇疆淇℃伅
order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code)
if order_begin_pos is None or order_begin_pos.buy_single_index is None:
- continue
+ order_begin_pos = OrderBeginPosInfo(buy_single_index=0, buy_exec_index=0)
l2_data_util.load_l2_data(code)
total_datas = l2_data_util.local_today_datas.get(code)
+ if not total_datas:
+ continue
trade_index, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code)
if trade_index is None:
trade_index = 0
# 涓嬪崟浣嶇疆
place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
- # 璁＄畻淇″彿浣嶇疆鍒扮湡瀹炰笅鍗曚綅缃殑鎬讳拱锛堜笉绠℃槸鍚﹀凡鎾わ級
- total_nums = 0
- for i in range(order_begin_pos.buy_single_index, place_order_index):
- data = total_datas[i]
- val = data["val"]
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- total_nums += val["num"]
- # 璁＄畻宸叉垚浜�/宸叉挙鍗曠殑鏁伴噺
- deal_or_cancel_num = 0
- for i in range(order_begin_pos.buy_single_index, trade_index + 1):
- data = total_datas[i]
- val = data["val"]
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- deal_or_cancel_num += val["num"]
+ if place_order_index is None:
+ place_order_index = 0
+
# 鑾峰彇鍓╀笅鐨勭瑪鏁�
total_left_count = 0
total_left_num = 0
@@ -916,69 +938,10 @@
if dealing_info:
if str(total_datas[trade_index]["val"]["orderNo"]) == str(dealing_info[0]):
total_left_num += (total_datas[trade_index]["val"]["num"] - dealing_info[1] // 100)
- limit_up_price = gpcode_manager.get_limit_up_price(code)
+ limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
buy1_money = Buy1PriceManager().get_latest_buy1_money(code)
if buy1_money is None:
- buy1_money = 0
- # 鑾峰彇宸茬粡鎴愪氦鐨勫ぇ鍗曟暟閲�
- total_big_num = 0
- total_big_count = 0
- is_ge_code = tool.is_ge_code(code)
- for i in range(0, trade_index):
- val = total_datas[i]["val"]
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- # 鏄笉鏄ぇ鍗�
- if not l2_data_util_old.is_big_money(val, is_ge_code):
- continue
-
- canceled_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(
- code,
- i,
- total_datas,
- l2_data_util.local_today_canceled_buyno_map.get(
- code))
- if not canceled_data:
- total_big_count += 1
- else:
- total_big_num -= canceled_data["val"]["num"]
- total_big_num += val["num"]
-
- not_deal_total_big_num_pre = 0
- not_deal_total_big_count_pre = 0
- not_deal_total_big_num_after = 0
- not_deal_total_big_count_after = 0
- is_ge_code = tool.is_ge_code(code)
- for i in range(trade_index, total_datas[-1]["index"] + 1):
- val = total_datas[i]["val"]
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- # 鏄笉鏄ぇ鍗�
- if not l2_data_util_old.is_big_money(val, is_ge_code):
- continue
-
- canceled_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(
- code,
- i,
- total_datas,
- l2_data_util.local_today_canceled_buyno_map.get(
- code))
- if not canceled_data:
- if i < place_order_index:
- not_deal_total_big_count_pre += 1
- else:
- not_deal_total_big_count_after += 1
-
- else:
- if i < place_order_index:
- not_deal_total_big_num_pre -= canceled_data["val"]["num"]
- else:
- not_deal_total_big_num_after -= canceled_data["val"]["num"]
- if i < place_order_index:
- not_deal_total_big_num_pre += val["num"]
- else:
- not_deal_total_big_num_after += val["num"]
-
+ buy1_money = 1
real_place_order_after_count = 0
real_place_order_after_num = 0
is_ge_code = tool.is_ge_code(code)
@@ -1001,77 +964,42 @@
real_place_order_after_count += 1
real_place_order_after_num += val["num"]
- # 鑾峰彇褰撴棩鐨勯噺姣�
- volume_rate = code_volumn_manager.get_volume_rate(code)
-
# 鏄惁闇�瑕佹敞鎰�
need_pay_attention = (total_left_count <= 10 or total_left_num * float(
limit_up_price) * 100 < 1500 * 10000) and (
- real_place_order_after_count <= 10 or real_place_order_after_num * float(
- limit_up_price) * 100 < 1500 * 10000)
+ real_place_order_after_count <= 10 or real_place_order_after_num * limit_up_price * 100 < 1500 * 10000)
+ # L鎾ゆ瘮渚�
+ l_down_cancel_rate, must_buy, cancel_rate_info = LCancelRateManager.get_cancel_rate(code,
+ buy_mode=OrderBeginPosInfo.MODE_RADICAL)
- # 缁熻鐪熷疄涓嬪崟浣嶆槸鍚﹁窛绂诲ぇ鍗曚綅缃繃杩�
-
- is_near_big_order = False
- try:
- count = 0
- for i in range(place_order_index - 1, -1, -1):
- data = total_datas[i]
- val = data["val"]
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- money = val["num"] * float(val["price"])
- if money < 50 * 100:
- continue
- left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
- code,
- i,
- total_datas,
- l2_data_util.local_today_canceled_buyno_map.get(
- code))
- if left_count <= 0:
- continue
-
- if money >= 299 * 100:
- if count < 1:
- is_near_big_order = True
- else:
- count += 1
- if count >= 1:
- break
- except:
- pass
- fdata = {"id": orderSysID, "code_info": (code, code_name), "total_num": total_nums,
- "finish_num": deal_or_cancel_num,
+ fdata = {"id": orderSysID, "code_info": (code, code_name),
"buy1_money": output_util.money_desc(buy1_money),
- "big_num_count": total_big_count,
- "big_num_money": output_util.money_desc(
- total_big_num * float(limit_up_price) * 100),
- "not_deal_big_num_count": (
- not_deal_total_big_count_pre, not_deal_total_big_count_after),
- "not_deal_big_num_money": (output_util.money_desc(
- not_deal_total_big_num_pre * float(limit_up_price) * 100),
- output_util.money_desc(
- not_deal_total_big_num_after * float(
- limit_up_price) * 100)),
"left_count": total_left_count,
- "volume_rate": volume_rate,
"left_money": output_util.money_desc(total_left_num * float(limit_up_price) * 100),
"pay_attention": need_pay_attention,
"trade_progress_percent": round(
total_left_num * float(limit_up_price) * 100 * 100 / buy1_money, 2), # 鎴愪氦杩涘害姣斾緥
- "limit_up_price": float(gpcode_manager.get_limit_up_price(code)),
- "is_near_big_order": is_near_big_order,
+ "limit_up_price": limit_up_price,
"block": '',
- "trade_queue": []
+ "trade_queue": [],
+ "l_down_cancel_rate": l_down_cancel_rate,
+ "l_down_cancel_rate_info": cancel_rate_info,
}
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
@@ -1092,11 +1020,179 @@
fdata['zyltgb'] = output_util.money_desc(zyltgb)
except:
pass
-
+ # L鍚庡泭鎷揩鐓�
+ try:
+ current_info = LCancelBigNumComputer().statistic_l_down_watch_indexes_info(code)
+ fdata['l_down_watch_indexes_info'] = {}
+ if current_info:
+ fdata['l_down_watch_indexes_info']['current'] = current_info
+ except Exception as e:
+ logger_debug.exception(e)
fdatas.append(fdata)
except Exception as e:
logger_debug.exception(e)
+ result = {"code": 0, "data": {"account_available_money": account_available_money, "delegates": fdatas}}
+ self.send_response(result, client_id, request_id)
+ elif ctype == "get_delegated_buy_code_infos_v2":
+ account_available_money = trade_data_manager.AccountMoneyManager().get_available_money_cache()
+ # 鑾峰彇濮旀墭涓殑浠ｇ爜
+ current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates()
+ fdatas = []
+ if current_delegates:
+ codes_set = set()
+ for c in current_delegates:
+ _start_time = time.time()
+ try:
+ if int(c["direction"]) != huaxin_util.TORA_TSTP_D_Buy:
+ continue
+ code = c["securityID"]
+ if code in codes_set:
+ continue
+ orderSysID = c.get("orderSysID")
+ codes_set.add(code)
+ code_name = gpcode_manager.get_code_name(code)
+ # 鑾峰彇涓嬪崟浣嶇疆淇℃伅
+ order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code)
+ if order_begin_pos is None or order_begin_pos.buy_single_index is None:
+ order_begin_pos = OrderBeginPosInfo(buy_single_index=0, buy_exec_index=0)
+ l2_data_util.load_l2_data(code)
+ total_datas = l2_data_util.local_today_datas.get(code)
+ if not total_datas:
+ continue
+ trade_index, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code)
+ if trade_index is None:
+ trade_index = 0
+ # 涓嬪崟浣嶇疆
+ place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
+ if place_order_index is None:
+ place_order_index = 0
+
+ # 鑾峰彇鍓╀笅鐨勭瑪鏁�
+ total_left_count = 0
+ total_left_num = 0
+ for i in range(trade_index + 1, place_order_index):
+ data = total_datas[i]
+ val = data["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ if val["num"] * float(val["price"]) < 5000:
+ continue
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
+ code,
+ i,
+ total_datas,
+ l2_data_util.local_today_canceled_buyno_map.get(
+ code))
+ if left_count > 0:
+ total_left_count += left_count
+ total_left_num += val["num"] * left_count
+ # 鑾峰彇姝ｅ湪鎴愪氦
+ dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code)
+ if dealing_info:
+ if str(total_datas[trade_index]["val"]["orderNo"]) == str(dealing_info[0]):
+ total_left_num += (total_datas[trade_index]["val"]["num"] - dealing_info[1] // 100)
+ limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
+ buy1_money = Buy1PriceManager().get_latest_buy1_money(code)
+ if buy1_money is None:
+ buy1_money = 1
+ real_place_order_after_count = 0
+ real_place_order_after_num = 0
+ is_ge_code = tool.is_ge_code(code)
+ # 缁熻鐪熷疄涓嬪崟浣嶇疆鍚庨潰鏈挙鐨勯噾棰�
+ for i in range(place_order_index, total_datas[-1]["index"]):
+ val = total_datas[i]["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ # 鏄笉鏄ぇ鍗�
+ if not l2_data_util_old.is_big_money(val, is_ge_code):
+ continue
+
+ canceled_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(
+ code,
+ i,
+ total_datas,
+ l2_data_util.local_today_canceled_buyno_map.get(
+ code))
+ if not canceled_data:
+ real_place_order_after_count += 1
+ real_place_order_after_num += val["num"]
+
+ # 鏄惁闇�瑕佹敞鎰�
+ need_pay_attention = (total_left_count <= 10 or total_left_num * float(
+ limit_up_price) * 100 < 1500 * 10000) and (
+ real_place_order_after_count <= 10 or real_place_order_after_num * limit_up_price * 100 < 1500 * 10000)
+ # L鎾ゆ瘮渚�
+ l_down_cancel_rate, must_buy, cancel_rate_info = LCancelRateManager.get_cancel_rate(code,
+ buy_mode=OrderBeginPosInfo.MODE_RADICAL)
+
+ fdata = {"id": orderSysID, "code_info": (code, code_name),
+ "buy1_money": output_util.money_desc(buy1_money),
+ "left_count": total_left_count,
+ "left_money": output_util.money_desc(total_left_num * float(limit_up_price) * 100),
+ "pay_attention": need_pay_attention,
+ "trade_progress_percent": round(
+ total_left_num * float(limit_up_price) * 100 * 100 / buy1_money, 2), # 鎴愪氦杩涘害姣斾緥
+ "limit_up_price": limit_up_price,
+ "block": '',
+ "trade_queue": [],
+ "l_down_cancel_rate": l_down_cancel_rate,
+ "l_down_cancel_rate_info": cancel_rate_info,
+ }
+ limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code)
+ # 鑾峰彇褰撳墠鏉垮潡
+ try:
+ 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
+ if limit_up_data:
+ fdata['limit_up_time'] = tool.to_time_str(limit_up_data[2])
+
+ # 鑾峰彇濮旀墭闃熷垪
+ try:
+ real_place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
+ if real_place_order_index is not None:
+ trade_queue = l2_output_util.get_trade_queue_at_near_place_order(code,
+ real_place_order_index,
+ 9)
+ fdata['trade_queue'] = trade_queue
+ # 鑷敱娴侀�氳偂鏈�
+ zyltgb = global_util.zyltgb_map.get(code)
+ if zyltgb is not None:
+ fdata['zyltgb'] = output_util.money_desc(zyltgb)
+ except:
+ pass
+ # L鍚庡泭鎷揩鐓�
+ try:
+ __start_time = time.time()
+ current_info = LCancelBigNumComputer().statistic_l_down_watch_indexes_info(code)
+ fdata['l_down_watch_indexes_info'] = {}
+ if current_info:
+ fdata['l_down_watch_indexes_info']['current'] = current_info
+ use_time = time.time() - __start_time
+ if use_time > 0.05:
+ async_log_util.info(logger_debug, f"缁熻瀹炴挙鐢ㄦ椂锛歿code} - {use_time}")
+ except Exception as e:
+ logger_debug.exception(e)
+ fdatas.append(fdata)
+ except Exception as e:
+ logger_debug.exception(e)
+ finally:
+ use_time = time.time() - _start_time
+ if use_time > 0.1:
+ async_log_util.info(logger_debug, f"濮旀墭淇℃伅缁熻鑰楁椂锛歿c['securityID']}-{use_time}")
result = {"code": 0, "data": {"account_available_money": account_available_money, "delegates": fdatas}}
self.send_response(result, client_id, request_id)
elif ctype == "set_real_place_order_index":
@@ -1161,8 +1257,8 @@
elif ctype == "set_per_code_buy_money":
# 璁剧疆鍗曞彧绁ㄧ殑涔板叆閲戦
money = data["money"]
- if money > 30000:
- raise Exception("鏈�澶氬彧鑳借缃�3w")
+ if money > 50000:
+ raise Exception("鏈�澶氬彧鑳借缃�5w")
constant.BUY_MONEY_PER_CODE = money
self.send_response({"code": 0, "data": {"money": constant.BUY_MONEY_PER_CODE}}, client_id, request_id)
elif ctype == "get_per_code_buy_money":
@@ -1172,6 +1268,8 @@
kpl_data_manager.PullTask.repaire_pull_task()
# 淇鏁版嵁鏈嶅姟
server_util.repaire_data_server()
+ # 浠诲姟淇
+ huaxin_trade_data_update.repaire_task()
self.send_response({"code": 0, "data": {}}, client_id, request_id)
elif ctype == "get_trade_queue":
code = data["code"]
@@ -1185,9 +1283,16 @@
# 鑾峰彇澶у崟鎴愪氦鍒楄〃
code = data["code"]
data_list = BigOrderDealManager().get_total_buy_money_list(code)
- bigger_money = l2_data_util_old.get_big_money_val(float(gpcode_manager.get_limit_up_price(code)),
+ 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
@@ -1233,19 +1338,37 @@
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])
@@ -1259,6 +1382,10 @@
# 璁剧疆涔板叆閲戦鍜屾暟閲�
normal = data["normal"]
radical = data["radical"]
+ default_buy_money = data["default_buy_money"]
+ if int(default_buy_money) not in constant.AVAILABLE_BUY_MONEYS:
+ raise Exception("榛樿閲戦涓嶅湪棰勮閲戦鍐�")
+ constant.BUY_MONEY_PER_CODE = default_buy_money
BuyMoneyAndCountSetting().set_normal_buy_data(normal[0], json.loads(normal[1]))
BuyMoneyAndCountSetting().set_radical_buy_data(radical[0], json.loads(radical[1]))
data = {
@@ -1273,11 +1400,206 @@
data = {
"normal": BuyMoneyAndCountSetting().get_normal_buy_setting(),
"radical": BuyMoneyAndCountSetting().get_radical_buy_setting(),
- "moneys":constant.AVAILABLE_BUY_MONEYS
+ "moneys": constant.AVAILABLE_BUY_MONEYS,
+ "default_buy_money": constant.BUY_MONEY_PER_CODE
}
self.send_response({"code": 0, "data": data, "msg": f""},
client_id,
request_id)
+ elif ctype == "set_radical_buy_block_count_setting":
+ # 璁剧疆涔板叆閲戦鍜屾暟閲�
+ data_str = data["data"]
+ data_str = base64.b64decode(data_str).decode('utf-8')
+ setting = json.loads(data_str)
+ RadicalBuyBlockCodeCountManager().set_block_code_count(setting)
+ self.send_response({"code": 0, "data": setting, "msg": f""},
+ client_id,
+ request_id)
+ elif ctype == "get_radical_buy_block_count_setting":
+ # 璁剧疆涔板叆閲戦鍜屾暟閲�
+ data = RadicalBuyBlockCodeCountManager().get_block_code_count_settings()
+ self.send_response({"code": 0, "data": data, "msg": f""},
+ client_id,
+ request_id)
+ elif ctype == "get_place_order_settings":
+ # 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,
+ "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)
+ elif ctype == "set_place_order_settings":
+ radical_buy = data.get("radical_buy")
+ if radical_buy:
+ radical_buy = json.loads(radical_buy)
+ 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)
+ elif ctype == "get_buy_open_limit_up_codes":
+ # 鑾峰彇闅斿鍗曟帓1鐨勪唬鐮�
+ codes = gpcode_manager.BuyOpenLimitUpCodeManager().get_codes()
+ if not codes:
+ codes = set()
+ self.send_response({"code": 0, "data": list(codes), "msg": f""},
+ client_id,
+ request_id)
+
+ elif ctype == "set_buy_open_limit_up_codes":
+ # 璁剧疆闅斿鍗曟帓1鐨勪唬鐮�
+ codes = data.get("codes")
+ codes = json.loads(codes)
+ gpcode_manager.BuyOpenLimitUpCodeManager().set_codes(set(codes))
+ 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),
+ trade_manager.CodesTradeStateManager().get_trade_state_cache(
+ code))
+
+ # 濡傛灉鏄姞绾㈢姸鎬侊紝涓斿ぇ鍗曚笉澶熷氨闇�瑕佺Щ绾�
+ if gpcode_manager.MustBuyCodesManager().is_in_cache(code):
+ deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
+ gpcode_manager.get_limit_up_price_as_num(
+ code))
+ if deal_big_order_info[0] > 0:
+ gpcode_manager.MustBuyCodesManager().remove_code(code)
+ trade_record_log_util.add_common_msg(code, "绉荤孩", f"澶у崟闃堝�间慨鏀癸紙{money}锛�")
+ self.send_response({"code": 0, "data": {}},
+ client_id,
+ request_id)
+ elif ctype == "set_l_down_rate":
+ # 璁剧疆L鍚庢挙鍗曟瘮渚�
+ code = data.get("code")
+ rate = data.get("rate")
+ if rate < 0 or rate > 2:
+ self.send_response({"code": 1, "msg": "姣斾緥鑼冨洿涓嶅湪0-1涔嬮棿"},
+ client_id,
+ request_id)
+ return
+ rate = round(rate, 2)
+ old_rate = LCancelRateManager().get_cancel_rate(code)[0]
+ CancelRateHumanSettingManager().set_l_down(code, rate)
+ # L鍚庨噸鏂板泭鎷�
+ # if rate < old_rate:
+ # 鏀瑰皬鎵嶈兘閲嶆柊鍥婃嫭
+ trade_record_log_util.add_common_msg(code, "L鍚庨噸鏂板泭鎷�", msg=f"淇敼鎾ゅ崟姣斾緥: {old_rate}->{rate}")
+ LCancelBigNumComputer().re_compute_l_down_watch_indexes(code, is_force=True)
+
+ self.send_response({"code": 0, "data": {}},
+ client_id,
+ request_id)
+
+ elif ctype == "get_continue_buy_info":
+ # 璁剧疆L鍚庢挙鍗曟瘮渚�
+ code = data.get("code")
+ money = CodesContinueBuyMoneyManager().get_continue_buy_money(code)
+ if money is None:
+ money = 0
+ self.send_response({"code": 0, "data": {"money": money, "money_list": constant.AVAILABLE_BUY_MONEYS}},
+ client_id,
+ request_id)
+ elif ctype == "set_continue_buy_money":
+ # 璁剧疆L鍚庢挙鍗曟瘮渚�
+ code = data.get("code")
+ money = data.get("money")
+ if money <= 0:
+ # 琛ㄧず绉婚櫎缁拱閲戦
+ CodesContinueBuyMoneyManager().remove_continue_buy_money(code)
+ self.send_response({"code": 0, "data": {}},
+ client_id,
+ request_id)
+ return
+ if money not in constant.AVAILABLE_BUY_MONEYS:
+ self.send_response({"code": 1, "msg": f"閲戦锛坽money}锛夋病鍦▄constant.AVAILABLE_BUY_MONEYS}涓�"},
+ client_id,
+ request_id)
+ return
+ CodesContinueBuyMoneyManager().set_continue_buy_money(code, money)
+ l2_trade_util.remove_from_forbidden_trade_codes(code)
+ CodesTradeStateManager().set_trade_state(code, trade_constant.TRADE_STATE_NOT_TRADE)
+ self.send_response({"code": 0, "data": {}},
+ client_id,
+ request_id)
+
except Exception as e:
logging.exception(e)
logger_debug.exception(e)
--
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