From ad615df734b4d82f9a83a7d1805ac9fabdf01a53 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 21 八月 2025 18:27:39 +0800
Subject: [PATCH] 200元股价以下的不足4手算4手/撤单率设置为100%不计算L后后半段撤单
---
servers/data_server.py | 259 +++++++++++++++++++++++++++++++++++++++++++++++----
1 files changed, 237 insertions(+), 22 deletions(-)
diff --git a/servers/data_server.py b/servers/data_server.py
index fcdc461..bbc7b06 100644
--- a/servers/data_server.py
+++ b/servers/data_server.py
@@ -10,9 +10,14 @@
import constant
import inited_data
-from code_attribute.gpcode_manager import BlackListCodeManager, HumanRemoveForbiddenManager
+from api import low_suction_data_pusher
+from code_attribute.code_l1_data_manager import L1DataManager
+from code_attribute.gpcode_manager import BlackListCodeManager, HumanRemoveForbiddenManager, CodePrePriceManager, \
+ HumanForbiddenManager
+from l2.code_price_manager import CurrentPriceManager
from l2.huaxin import huaxin_target_codes_manager
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager
+from l2.l2_transaction_data_processor import HuaXinTransactionDatasProcessor
from log_module.log import logger_system, logger_debug, logger_kpl_limit_up, logger_request_api, \
logger_kpl_market_strong, logger_kpl_new_blocks
from third_data.custom_block_in_money_manager import CodeInMoneyManager
@@ -25,11 +30,15 @@
from trade.buy_radical.new_block_processor import BeforeBlocksComputer
from trade.buy_strategy import OpenLimitUpGoodBlocksBuyStrategy
from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, BeforeSubDealBigOrderManager
-from utils import global_util, tool, data_export_util, init_data_util
-from code_attribute import gpcode_manager, code_nature_analyse
+from trade.huaxin import huaxin_trade_record_manager
+from trade.order_statistic import DealAndDelegateWithBuyModeDataManager
+from trade.trade_data_manager import RadicalBuyDealCodesManager
+from utils import global_util, tool, data_export_util, init_data_util, huaxin_util
+from code_attribute import gpcode_manager, code_nature_analyse, code_volumn_manager
from log_module import log_analyse, log_export, async_log_util
from l2 import code_price_manager, l2_data_util, transaction_progress
-from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer, LCancelRateManager
+from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer, LCancelRateManager, \
+ CancelRateHumanSettingManager, LCancelBigNumComputer
from output.limit_up_data_filter import IgnoreCodeManager
from third_data import kpl_util, kpl_data_manager, kpl_api, block_info
from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager
@@ -328,6 +337,7 @@
date = ps_dict.get('date')
time_str = ps_dict.get('time')
end_index = ps_dict.get('end_index')
+ fast = ps_dict.get('fast', 0)
if end_index:
end_index = int(end_index)
total_datas = l2_data_util.local_today_datas.get(code)
@@ -337,14 +347,30 @@
total_datas = None
else:
date = tool.get_now_date_str()
- delegate_datas = data_export_util.get_l2_datas(code, total_datas, date=date, end_index=end_index)
- transaction_datas = data_export_util.get_l2_transaction_datas(code, date=date)
+ delegate_datas = data_export_util.get_l2_datas(code, total_datas, date=date, end_index=end_index,
+ fast_mode=int(fast))
code_name = gpcode_manager.get_code_name(code)
response_data = json.dumps({"code": 0, "data": {"code": code, "code_name": code_name,
"data": {"delegates": delegate_datas,
+ "transactions": []}}})
+ except Exception as e:
+ logger_debug.exception(e)
+ elif url.path == "/get_l2_datas_of_sell_orders":
+ try:
+ # 鑾峰彇L2鍗栧崟鏁版嵁
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict['code']
+ date = ps_dict.get('date')
+ if not date:
+ date = tool.get_now_date_str()
+ transaction_datas = data_export_util.get_l2_transaction_datas(code, date=date)
+ code_name = gpcode_manager.get_code_name(code)
+ response_data = json.dumps({"code": 0, "data": {"code": code, "code_name": code_name,
+ "data": {"delegates": [],
"transactions": transaction_datas}}})
except Exception as e:
logger_debug.exception(e)
+
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()])
@@ -929,14 +955,16 @@
elif url.path == "/get_l2_subscript_codes":
# 鑾峰彇L2璁㈤槄鐨勪唬鐮�
ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
- code = ps_dict.get('code')
+ single_code = ps_dict.get('code')
fresults = []
try:
- if code:
- codes = [code]
+ if single_code:
+ codes = [single_code]
else:
codes = huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.get_subscript_codes()
if codes:
+ current_rate_dict = CurrentPriceManager.get_current_rate_dict()
+ current_price_dict = CurrentPriceManager.get_current_price_dict()
for code in codes:
deal_big_order_detail_info = None
try:
@@ -948,10 +976,11 @@
th_sell = BeforeSubDealBigOrderManager().get_big_sell_order_threshold(code)
except:
th_sell = 0
+ # (缂哄皯鐨勮祫閲�, 鍑�鎴愪氦閲戦, 瑕佹眰鐨勫ぇ鍗曢噾棰�, 璁＄畻寰楀埌鐨勫ぇ鍗曢槇鍊奸噾棰�, 浜轰负璁剧疆鐨勫ぇ鍗�)
deal_big_money_info = radical_buy_data_manager.get_total_deal_big_order_info(
code, gpcode_manager.get_limit_up_price_as_num(code))
if deal_big_money_info[1] == 0 and len(codes) == 1:
-
+ # 鎬绘垚浜ら噾棰濅负0
deal_big_money_info = list(deal_big_money_info)
# 娌℃湁璁㈤槄L2浼氬嚭鐜版病鏈夊�肩殑鎯呭喌锛屽鏋滄定鍋滆繃灏辨媺鍙栦箣鍓嶇殑娑ㄥ仠涔�/鍗栧ぇ鍗�
deal_big_orders_result = radical_buy_data_manager.request_deal_big_orders(code)
@@ -969,25 +998,35 @@
th_buy = threshold_money
buy_money = sum(limit_up_price_money_list)
sell_money = sum([x[0] for x in sell_datas if x[1] == limit_up_price])
- # 娑ㄥ仠澶у崟鍑�涔板叆
+ # 娑ㄥ仠涔板噣鎴愪氦閲戦鍑�涔伴
deal_big_money_info[1] = buy_money - sell_money
+ # 瑕佹眰鐨勫ぇ鍗曠疮璁￠噾棰�
deal_big_money_info[
2] = radical_buy_data_manager.compute_total_deal_big_order_threshold_money(code,
limit_up_price,
threshold_money)
- logger_debug.info(f"{code}-绱澶у崟闃堝�硷細{deal_big_money_info[2]}")
- logger_debug.info(f"{code}闈炶闃呭ぇ鍗曪紝 buy_money-{buy_money}, sell_money-{sell_money}")
+ # logger_debug.info(f"{code}-绱澶у崟闃堝�硷細{deal_big_money_info[2]}")
+ # logger_debug.info(f"{code}闈炶闃呭ぇ鍗曪紝 buy_money-{buy_money}, sell_money-{sell_money}")
big_money_rate = radical_buy_data_manager.TotalDealBigOrderInfoManager.get_big_order_rate(
code)
if not big_money_rate:
big_money_rate = 0
+
+ # 璁＄畻娑ㄥ仠鎴愪氦澶у崟鍗犵疮璁″ぇ鍗曢槇鍊肩殑姣斾緥
+ if deal_big_money_info:
+ big_deal_rate_of_threashold_total_money = round(
+ deal_big_money_info[1] / deal_big_money_info[3], 2)
+ else:
+ big_deal_rate_of_threashold_total_money = 0
+
# 澶у崟鎴愪氦淇℃伅
deal_big_order_info = [
(output_util.money_desc(th_temp_buy_info[0] if th_temp_buy_info else 0), # 涓存椂涔板ぇ鍗曢槇鍊�
output_util.money_desc(th_buy), # 涔板ぇ鍗曢槇鍊�
output_util.money_desc(th_sell), # 鍗栧崟闃堝��
- big_money_rate * 100 # 澶у崟鎴愪氦姣�
+ big_money_rate * 100, # 澶у崟鎴愪氦姣�(鎴愪氦澶у崟鍗犳暣浣撴垚浜ら鐨勬瘮渚�)
+ big_deal_rate_of_threashold_total_money # 娑ㄥ仠鎴愪氦澶у崟鍗犵疮璁″ぇ鍗曢槇鍊肩殑姣斾緥
),
# 娑ㄥ仠澶у崟鍑�涔板叆
output_util.money_desc(deal_big_money_info[1]),
@@ -995,19 +1034,25 @@
output_util.money_desc(deal_big_money_info[2]),
# 鍘熺疮璁″ぇ鍗曢槇鍊硷紙闈炰汉涓鸿缃級
output_util.money_desc(deal_big_money_info[3]),
- # 浜轰负璁剧疆鐨勫ぇ鍗�
- output_util.money_desc(deal_big_money_info[4]) if deal_big_money_info[4] else '',
+ # 浜轰负璁剧疆鐨勫ぇ鍗�, 鍘熷璁＄畻鍊�
+ (output_util.money_desc(deal_big_money_info[4]) if deal_big_money_info[4] else '',
+ output_util.money_desc(deal_big_money_info[5]) if deal_big_money_info[5] else '')
]
- if len(codes) == 1:
+ if single_code:
# 鍔犺浇澶у崟璇︽儏
deal_big_order_detail_info = radical_buy_data_manager.get_l2_big_order_deal_info(code)
# 鍔犺浇娑ㄥ仠澶у崟璇︽儏
+ # 涔板ぇ鍗�, 涓婃澘鍓嶄拱澶у崟, 鍗栧ぇ鍗�, 涓婃澘鍓嶅崠澶у崟
limit_up_big_order_detail = radical_buy_data_manager.get_total_detal_big_order_details(
code)
- deal_big_order_info.append(
- output_util.money_desc(limit_up_big_order_detail[0] + limit_up_big_order_detail[1]))
- deal_big_order_info.append(
- output_util.money_desc(limit_up_big_order_detail[2] + limit_up_big_order_detail[3]))
+ # 绱娑ㄥ仠涔伴噾棰�
+ buy_money = output_util.money_desc(
+ limit_up_big_order_detail[0] + limit_up_big_order_detail[1])
+ sell_money = output_util.money_desc(
+ limit_up_big_order_detail[2] + limit_up_big_order_detail[3])
+ deal_big_order_info.append(buy_money)
+ # 绱娑ㄥ仠鍗栭噾棰�
+ deal_big_order_info.append(sell_money)
deal_big_order_info.append(
radical_buy_data_manager.TotalDealBigOrderInfoManager().get_big_order_rate(code))
@@ -1018,7 +1063,50 @@
logger_debug.exception(e)
deal_big_order_info = None
code_name = gpcode_manager.get_code_name(code)
- fresults.append((code, code_name, deal_big_order_info, deal_big_order_detail_info))
+
+ # 0 - 涓嶅 1-鍗冲皢澶� 2-瓒冲
+ big_order_enough_type = 0
+ try:
+ total_deal_big_order_result = radical_buy_data_manager.get_total_deal_big_order_info(code,
+ gpcode_manager.get_limit_up_price_as_num(
+ code))
+ # 鍙栬姹傚ぇ鍗曠殑10%
+ threshold_lack_money = int(round(total_deal_big_order_result[2] / 10))
+ if total_deal_big_order_result:
+ if total_deal_big_order_result[0] <= 0:
+ big_order_enough_type = 2
+ elif total_deal_big_order_result[0] <= threshold_lack_money:
+ big_order_enough_type = 1
+ except:
+ pass
+ try:
+ is_limit_up = 1 if abs(
+ current_price_dict.get(code, 0) - gpcode_manager.get_limit_up_price_as_num(
+ code)) < 0.001 else 0
+ except:
+ is_limit_up = 0
+ pass
+
+ # 鑾峰彇L鍚庝汉涓鸿缃殑鎾ゅ崟姣斾緥
+ l_down_human_rate = None
+ if single_code:
+ # 鑾峰彇鎸傚崟
+ try:
+ current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates()
+ codes_set = set()
+ if current_delegates:
+ for c in current_delegates:
+ if int(c["direction"]) != huaxin_util.TORA_TSTP_D_Buy:
+ continue
+ codes_set.add(c["securityID"])
+ if code not in codes_set:
+ # 娌℃湁鎸傚崟
+ l_down_human_rate = CancelRateHumanSettingManager().get_l_down(code)
+ except:
+ pass
+ fresults.append(
+ (code, code_name, deal_big_order_info, deal_big_order_detail_info, big_order_enough_type,
+ current_rate_dict.get(code, 0), is_limit_up, l_down_human_rate))
response_data = json.dumps({"code": 0, "data": fresults})
except Exception as e:
response_data = json.dumps({"code": 1, "data": str(1)})
@@ -1037,6 +1125,125 @@
for k in code_blocks_dict:
fdata[k] = list(code_blocks_dict[k])
response_data = json.dumps({"code": 0, "data": fdata})
+ elif url.path == "/get_want_buy_detail_list":
+ # 鑾峰彇鎯充拱鍗曡缁嗕俊鎭�
+ try:
+ history_limit_up_datas = LimitUpDataConstant.history_limit_up_datas
+ codes = set()
+ if history_limit_up_datas:
+ codes |= set([x[3] for x in history_limit_up_datas])
+ want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
+ if want_codes:
+ codes |= want_codes
+ # 鎷夊彇娑ㄥ仠鏃堕棿
+ # 鎷夊彇鏈�杩戞垚浜や俊鎭�
+ fdatas = []
+ yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
+ deal_codes = DealAndDelegateWithBuyModeDataManager().get_deal_codes()
+ for code in codes:
+ try:
+ if code in yesterday_codes:
+ continue
+
+ if l2_trade_util.is_in_forbidden_trade_codes(code) and code not in deal_codes:
+ # 鎷夐粦浣嗘槸娌℃垚浜�
+ continue
+
+ # 浜轰负鎷夐粦鐨勯渶瑕佺Щ闄�
+ if HumanForbiddenManager().is_in_cache(code):
+ continue
+
+ if not tool.is_can_buy_code(code):
+ continue
+ # (浠ｇ爜,鍚嶇О,娑ㄥ仠鏃堕棿,娑ㄥ箙,鐜版墜,鑷敱甯傚��,鐜颁环)
+ data = [code, gpcode_manager.get_code_name(code)]
+ limit_up_time = LimitUpDataConstant.get_first_limit_up_time(code)
+ limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
+ data.append(limit_up_time)
+ pre_close_price = CodePrePriceManager().get_price_pre_cache(code)
+ latest_transaction_data = HuaXinTransactionDatasProcessor.get_latest_transaction_data(code)
+ # 鑾峰彇L1鏁版嵁
+ price = L1DataManager.get_l1_current_price(code)
+ if price:
+ data.append(round((price - pre_close_price) * 100 / pre_close_price, 2))
+ else:
+ data.append("--")
+ zylt_volume = global_util.zylt_volume_map.get(code)
+ if limit_up_price and zylt_volume:
+ zyltgb = zylt_volume * limit_up_price
+ else:
+ zyltgb = None
+ if latest_transaction_data:
+ data.append(
+ (latest_transaction_data[2] // 100,
+ latest_transaction_data[6] - latest_transaction_data[7]))
+ else:
+ data.append(("--", 0))
+ data.append(output_util.money_desc(zyltgb) if zyltgb else '--')
+ if price:
+ data.append(price)
+ else:
+ data.append("--")
+ # 鏄惁鏄兂涔板崟
+ data.append(1 if code in want_codes else 0)
+ # 鏄剧ず浠ｇ爜鏉垮潡韬綅
+ block_rank_info = None
+ # 鑾峰彇褰撳墠鏉垮潡
+ blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
+ try:
+ if limit_up_time:
+ # 娑ㄥ仠杩囩殑鏁版嵁鎵嶆湁韬綅
+
+ if blocks:
+ blocks_info = []
+ for b in blocks:
+ info = radical_buy_data_manager.RadicalBuyBlockManager.get_history_index(code,
+ b,
+ yesterday_codes)
+ blocks_info.append((b, info[0], info[2]))
+ max_info = max(blocks_info, key=lambda x: x[2])
+ block_rank_info = max_info
+ except:
+ pass
+ # 鏉垮潡淇℃伅锛�(鏉垮潡韬綅, 鏈�鎬绘澘鍧�, 寮�鐩樺暒娑ㄥ仠鍘熷洜, 寮�鐩樺暒鎺ㄨ崘鍘熷洜)
+ history_limit_up_data = LimitUpDataConstant.get_history_limit_up_data(code)
+ data.append((block_rank_info, list(blocks) if blocks else [],
+ history_limit_up_data[2] if history_limit_up_data else '',
+ history_limit_up_data[6] if history_limit_up_data else ''))
+
+ # 浜ゆ槗鐘舵�侊細
+ trade_state = trade_manager.CodesTradeStateManager().get_trade_state(code)
+ data.append(trade_state)
+ # 鍙傝�冮噺淇℃伅
+ refer_volume_info = code_volumn_manager.CodeVolumeManager().get_radical_buy_refer_volume_info(
+ code, limit_up_price)
+ if refer_volume_info:
+ data.append(refer_volume_info[1])
+ else:
+ data.append("--")
+ # L鍚庢挙鍗曟瘮渚�
+ rate_info = LCancelRateManager.get_cancel_rate(code)
+ if rate_info:
+ data.append(rate_info[0])
+ else:
+ data.append("--")
+ fdatas.append(data)
+ except Exception as e1:
+ logger_debug.exception(e1)
+ fdatas.sort(key=lambda x: x[2] if x[2] else time.time())
+ response_data = json.dumps({"code": 0, "data": fdatas})
+ except Exception as e:
+ logger_debug.exception(e)
+ elif url.path == "/get_l_down_watch_index_overview":
+ try:
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict.get('code')
+ # 澶у崟姒傝
+ l2_down_data = LCancelBigNumComputer().statistic_l_down_watch_indexes_of_big_order_info(code)
+ # total_big_order_info = LCancelBigNumComputer().statistic_total_big_order_info(code)
+ response_data = json.dumps({"code": 0, "data": l2_down_data})
+ except Exception as e:
+ logger_debug.exception(e)
async_log_util.info(logger_request_api, f"缁撴潫璇锋眰{tool.get_thread_id()}-{url}")
self.send_response(200)
@@ -1201,6 +1408,13 @@
lambda: request_new_blocks_codes(update_new_block_plates, new_block_codes.keys()))
except Exception as e:
logger_debug.exception(e)
+
+ # 灏嗘暟鎹帹閫佽嚦鍏朵粬椤圭洰
+ try:
+ low_suction_data_pusher.push_limit_up_list(result_list_)
+ except:
+ pass
+
self.__kplDataManager.save_data(type_, result_list_)
except Exception as e:
logger_debug.exception(e)
@@ -1324,3 +1538,4 @@
if __name__ == "__main__":
run("", 9004)
+ print("娴嬭瘯123123123")
--
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