From ca2f22fccd15602d34611f68713bd6888fe24d32 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期三, 16 七月 2025 18:01:07 +0800 Subject: [PATCH] 输出完善 --- api/outside_api_command_callback.py | 232 ++++++++++++++++++++++++++++++++++++++++++++++++++------- 1 files changed, 201 insertions(+), 31 deletions(-) diff --git a/api/outside_api_command_callback.py b/api/outside_api_command_callback.py index 96e5c26..ce94a7d 100644 --- a/api/outside_api_command_callback.py +++ b/api/outside_api_command_callback.py @@ -14,11 +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 @@ -35,7 +37,8 @@ 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 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 @@ -44,21 +47,22 @@ 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 +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 +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 trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager, CodesContinueBuyMoneyManager 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 @@ -290,15 +294,20 @@ 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() @@ -315,8 +324,10 @@ 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]) @@ -324,7 +335,8 @@ 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 = [] @@ -334,14 +346,14 @@ 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 = [] @@ -370,6 +382,7 @@ 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]) @@ -387,7 +400,13 @@ 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]) @@ -395,7 +414,7 @@ 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.WantBuyCodesManager().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 = [] @@ -483,7 +502,8 @@ 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: @@ -540,17 +560,11 @@ # 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� @@ -872,12 +886,16 @@ [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) @@ -1059,6 +1077,23 @@ break except: pass + # L鎾ゆ瘮渚� + l_down_cancel_rate, must_buy, cancel_rate_info = 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 Exception as e: + logger_debug.exception(e) + 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), @@ -1081,7 +1116,10 @@ "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, + "l_down_cancel_rate_info": cancel_rate_info, + "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 @@ -1126,7 +1164,17 @@ fdata['mode'] = -1 except: pass - + # L鍚庡泭鎷揩鐓� + try: + current_info = LCancelBigNumComputer().statistic_l_down_watch_indexes_info(code) + last_info = LDownCancelWatchIndexStatisticManager().get_statistic_info(code) + fdata['l_down_watch_indexes_info'] = {} + if current_info: + fdata['l_down_watch_indexes_info']['current'] = current_info + if last_info: + fdata['l_down_watch_indexes_info']['last'] = last_info + except: + pass fdatas.append(fdata) except Exception as e: logger_debug.exception(e) @@ -1283,12 +1331,30 @@ 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)], # 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] + "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]) @@ -1346,8 +1412,11 @@ 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 + "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, @@ -1360,10 +1429,20 @@ 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") + 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, @@ -1403,7 +1482,7 @@ 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) + codes = LimitUpDataConstant.get_history_limit_up_block_codes(b) if codes: if code not in block_codes: block_codes[code] = {} @@ -1412,7 +1491,98 @@ 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) + + # L鍚庢暟鎹揩鐓� + last_info = LCancelBigNumComputer().statistic_l_down_watch_indexes_info(code) + LDownCancelWatchIndexStatisticManager().set_statistic_info(code, last_info) + CancelRateHumanSettingManager().set_l_down(code, rate) + # L鍚庨噸鏂板泭鎷� + LCancelBigNumComputer().re_compute_l_down_watch_indexes(code) + 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) + self.send_response({"code": 0, "data": {}}, + client_id, + request_id) except Exception as e: logging.exception(e) -- Gitblit v1.8.0